+8.6%
AA vs FN
-33.3%
+41.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.7% | -8.7% | +1.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.5% |
| 30D | -6.7% | -34.3% | +27.6% | -1.2% |
| 3M | -16.3% | -39.9% | +23.5% | -10.8% |
| 6M | -37.1% | -51.8% | +14.7% | -31.2% |
| YTD | -25.0% | -28.1% | +3.1% | -26.6% |
| 1Y | +8.6% | -29.1% | +37.7% | +5.5% |
| All | +8.6% | -33.3% | +41.9% | +5.5% |
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