-15.5%
AA vs FN
+148.3%
-163.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.2% | +8.9% | -1.6% |
| 7D | -3.7% | -16.0% | +12.3% | +0.1% |
| 30D | -10.8% | -40.1% | +29.3% | +1.0% |
| 3M | -19.1% | -43.9% | +24.8% | -8.2% |
| 6M | -38.7% | -55.6% | +16.9% | -27.2% |
| YTD | -27.1% | -35.7% | +8.5% | -25.8% |
| 1Y | +8.3% | -39.8% | +48.2% | +12.1% |
| 3Y | +49.6% | +80.3% | -30.7% | -4.9% |
| 5Y | -15.5% | +143.3% | -158.8% | -58.0% |
| All | -15.5% | +148.3% | -163.8% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling