+16.0%
AA vs FN
-25.7%
+41.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.7% | +3.6% |
| 7D | +0.9% | -7.0% | +7.9% | +1.8% |
| 30D | -6.4% | -24.7% | +18.3% | -3.0% |
| 3M | -13.0% | -35.7% | +22.7% | -8.1% |
| 6M | -34.6% | -52.4% | +17.8% | -28.4% |
| YTD | -23.0% | -25.0% | +1.9% | -24.5% |
| 1Y | +16.0% | -25.7% | +41.7% | +13.1% |
| All | +16.0% | -25.7% | +41.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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