+52.4%
FND vs ALM
+1,639.0%
-1,586.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -4.1% |
| 7D | -5.1% | -4.0% | -1.1% | -5.0% |
| 30D | +9.2% | -30.5% | +39.7% | +10.5% |
| 3M | -17.7% | -46.9% | +29.2% | -16.2% |
| 6M | +2.5% | -65.5% | +68.0% | +5.5% |
| YTD | -19.8% | -13.4% | -6.4% | -19.8% |
| 1Y | -22.7% | +9.8% | -32.5% | -23.3% |
| 3Y | -38.3% | +783.1% | -821.4% | -44.4% |
| 5Y | -63.0% | +378.3% | -441.3% | -66.3% |
| All | +52.4% | +1,639.0% | -1,586.7% | +32.5% |
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