-48.9%
FND vs ALM
+2,327.9%
-2,376.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.8% | -13.4% | -4.7% |
| 7D | +0.4% | +8.4% | -8.0% | +0.2% |
| 30D | -23.6% | +34.8% | -58.4% | -24.0% |
| 3M | +4.3% | +16.2% | -11.9% | +3.9% |
| 6M | -20.3% | +2.1% | -22.4% | -20.6% |
| YTD | -21.3% | +117.0% | -138.3% | -21.3% |
| 1Y | -45.4% | +313.9% | -359.2% | -45.1% |
| 3Y | -48.9% | +2,327.9% | -2,376.8% | -49.2% |
| All | -48.9% | +2,327.9% | -2,376.8% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling