-45.2%
FND vs ALM
+312.4%
-357.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.5% |
| 7D | -0.8% | +3.6% | -4.4% | -1.0% |
| 30D | -19.6% | +33.8% | -53.4% | -21.2% |
| 3M | -4.3% | +14.8% | -19.1% | -5.8% |
| 6M | -20.4% | -7.0% | -13.5% | -21.4% |
| YTD | -21.9% | +108.1% | -129.9% | -23.9% |
| 1Y | -45.2% | +313.8% | -359.0% | -53.7% |
| All | -45.2% | +312.4% | -357.6% | -53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling