-17.4%
AA vs FN
+169.4%
-186.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.6% | +0.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -0.6% | -16.5% | +15.9% | +3.0% |
| 3M | -19.7% | -42.1% | +22.4% | -9.4% |
| 6M | -41.6% | -52.9% | +11.3% | -31.7% |
| YTD | -24.6% | -28.0% | +3.3% | -25.6% |
| 1Y | +4.9% | -18.5% | +23.4% | -1.0% |
| 3Y | +66.8% | +93.9% | -27.0% | +5.0% |
| All | -17.4% | +169.4% | -186.8% | -61.1% |
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 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