+60.5%
FND vs ALM
+1,755.3%
-1,694.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.2% | +3.7% | -3.3% |
| 7D | +6.8% | -6.3% | +13.2% | +7.1% |
| 30D | +13.1% | -31.4% | +44.5% | +14.4% |
| 3M | -13.1% | -40.6% | +27.5% | -11.8% |
| 6M | -0.6% | -58.6% | +58.1% | +1.7% |
| YTD | -15.5% | -7.6% | -7.9% | -15.7% |
| 1Y | -13.7% | +13.8% | -27.5% | -14.5% |
| 3Y | -35.0% | +842.1% | -877.1% | -41.6% |
| 5Y | -60.1% | +407.4% | -467.5% | -63.7% |
| All | +60.5% | +1,755.3% | -1,694.8% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling