+61.6%
AA vs FN
+2,575.5%
-2,513.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -14.2% | +8.9% | -1.4% |
| 7D | -3.7% | -16.0% | +12.3% | +0.2% |
| 30D | -10.8% | -40.1% | +29.3% | +1.4% |
| 3M | -19.1% | -43.9% | +24.8% | -7.8% |
| 6M | -38.7% | -55.6% | +16.9% | -27.0% |
| YTD | -27.1% | -35.7% | +8.5% | -24.7% |
| 1Y | +8.3% | -39.8% | +48.2% | +13.6% |
| 3Y | +49.6% | +80.3% | -30.7% | +5.5% |
| 5Y | -15.5% | +143.3% | -158.8% | -46.9% |
| 10Y | +60.9% | +682.3% | -621.4% | -26.7% |
| All | +61.6% | +2,575.5% | -2,513.9% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling