+111.4%
FN vs ACGL
+35.7%
+75.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.7% | -8.7% | -4.9% |
| 7D | -7.0% | +8.0% | -15.0% | -3.9% |
| 30D | -24.7% | +17.3% | -42.0% | -19.8% |
| 3M | -35.7% | +11.2% | -46.9% | -32.5% |
| 6M | -52.4% | +18.2% | -70.6% | -48.8% |
| YTD | -25.0% | +15.4% | -40.3% | -19.4% |
| 1Y | -25.7% | +26.5% | -52.2% | -19.6% |
| All | +111.4% | +35.7% | +75.8% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling