-25.4%
FN vs ACGL
+22.9%
-48.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -3.5% |
| 7D | -4.1% | +1.3% | -5.3% | -2.0% |
| 30D | -28.3% | +14.2% | -42.5% | -14.2% |
| 3M | -33.9% | +11.1% | -45.0% | -23.0% |
| 6M | -43.9% | +16.4% | -60.3% | -28.6% |
| YTD | -23.4% | +13.8% | -37.2% | +0.2% |
| 1Y | -25.4% | +21.6% | -47.0% | +5.7% |
| All | -25.4% | +22.9% | -48.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling