-6.8%
AA vs FN
+206.7%
-213.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.9% | -6.1% | +2.7% |
| 7D | +4.8% | +16.3% | -11.5% | -0.1% |
| 30D | -0.6% | -24.7% | +24.1% | +5.8% |
| 3M | -16.3% | -34.9% | +18.7% | -8.6% |
| 6M | -33.4% | -41.1% | +7.7% | -26.7% |
| YTD | -20.7% | -19.6% | -1.1% | -23.9% |
| 1Y | +12.9% | -18.5% | +31.5% | +7.4% |
| 3Y | +75.7% | +119.1% | -43.4% | +6.5% |
| 5Y | -6.8% | +206.9% | -213.7% | -56.6% |
| All | -6.8% | +206.7% | -213.5% | -56.6% |
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