+52.8%
AA vs FN
+80.0%
-27.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.2% | +8.9% | -2.2% |
| 7D | -3.7% | -16.0% | +12.3% | -0.5% |
| 30D | -10.8% | -40.1% | +29.3% | -1.0% |
| 3M | -19.1% | -43.9% | +24.8% | -10.0% |
| 6M | -38.7% | -55.6% | +16.9% | -29.1% |
| YTD | -27.1% | -35.7% | +8.5% | -26.0% |
| 1Y | +8.3% | -39.8% | +48.2% | +11.5% |
| All | +52.8% | +80.0% | -27.2% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling