+755.5%
FN vs ACM
+131.3%
+624.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | +20.8% | +5.1% | +15.7% | +18.2% |
| 30D | -17.3% | +18.7% | -36.0% | -23.7% |
| 3M | -38.1% | +15.5% | -53.6% | -42.7% |
| 6M | -44.2% | +1.2% | -45.4% | -46.0% |
| YTD | -22.3% | -25.2% | +3.0% | -13.4% |
| 1Y | -20.9% | -46.3% | +25.4% | +4.5% |
| 3Y | +111.1% | -9.6% | +120.6% | +112.4% |
| 5Y | +191.8% | +4.4% | +187.4% | +172.3% |
| All | +755.5% | +131.3% | +624.2% | +432.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling