+81.3%
FN vs ACGL
+35.5%
+45.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.1% | -14.1% | -14.3% |
| 7D | -16.0% | +6.4% | -22.4% | -13.7% |
| 30D | -40.1% | +16.6% | -56.7% | -36.3% |
| 3M | -43.9% | +11.6% | -55.5% | -41.1% |
| 6M | -55.6% | +17.5% | -73.1% | -52.4% |
| YTD | -35.7% | +15.3% | -50.9% | -30.9% |
| 1Y | -39.8% | +26.3% | -66.1% | -35.0% |
| All | +81.3% | +35.5% | +45.8% | +103.0% |
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