+61.0%
AA vs FN
+17.1%
+43.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.3% | -2.6% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | +5.0% | -22.0% | +27.0% | +8.7% |
| 3M | -35.8% | -43.0% | +7.2% | -30.3% |
| 6M | -18.4% | -27.7% | +9.4% | -15.9% |
| YTD | -5.5% | -10.5% | +5.0% | -9.8% |
| 1Y | +61.0% | +12.5% | +48.5% | +38.4% |
| All | +61.0% | +17.1% | +43.9% | +38.4% |
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