+3,689.8%
FN vs ACGL
+1,119.1%
+2,570.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.8% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | -22.0% | -1.0% | -21.0% | -21.9% |
| 3M | -43.0% | +11.0% | -54.1% | -46.0% |
| 6M | -27.7% | -0.3% | -27.4% | -29.0% |
| YTD | -10.5% | +2.3% | -12.8% | -13.5% |
| 1Y | +12.5% | +6.4% | +6.1% | +6.3% |
| 3Y | +153.8% | +34.0% | +119.8% | +105.4% |
| 5Y | +288.0% | +161.6% | +126.4% | +116.1% |
| 10Y | +906.4% | +278.6% | +627.8% | +304.5% |
| All | +3,689.8% | +1,119.1% | +2,570.6% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling