-22.0%
FND vs ALM
+19.0%
-41.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.9% | -2.8% |
| 7D | -6.8% | +1.2% | -8.1% | -6.9% |
| 30D | +8.0% | -19.3% | +27.3% | +9.4% |
| 3M | -18.9% | -40.6% | +21.7% | -16.9% |
| 6M | +4.7% | -57.9% | +62.6% | +9.3% |
| YTD | -21.6% | -6.7% | -14.9% | -15.9% |
| 1Y | -22.0% | +20.2% | -42.2% | -14.5% |
| All | -22.0% | +19.0% | -41.0% | -14.5% |
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 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