-61.0%
FND vs ALM
+1,033.0%
-1,094.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.8% | -13.4% | -4.8% |
| 7D | +0.4% | +8.4% | -8.0% | +0.2% |
| 30D | -23.6% | +34.8% | -58.4% | -24.2% |
| 3M | +4.3% | +16.2% | -11.9% | +3.7% |
| 6M | -20.3% | +2.1% | -22.4% | -20.7% |
| YTD | -21.3% | +117.0% | -138.3% | -22.5% |
| 1Y | -45.4% | +313.9% | -359.2% | -46.6% |
| 3Y | -48.9% | +2,327.9% | -2,376.8% | -53.7% |
| 5Y | -61.0% | +1,040.6% | -1,101.7% | -64.0% |
| All | -61.0% | +1,033.0% | -1,094.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling