+655.5%
FN vs ACM
+154.9%
+500.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.2% | -12.1% | -13.3% |
| 7D | -16.0% | +5.1% | -21.0% | -17.8% |
| 30D | -40.1% | +11.5% | -51.6% | -43.1% |
| 3M | -43.9% | -10.5% | -33.4% | -41.9% |
| 6M | -55.6% | -20.4% | -35.3% | -51.9% |
| YTD | -35.7% | -28.9% | -6.8% | -27.1% |
| 1Y | -39.8% | -48.7% | +8.9% | -19.9% |
| 3Y | +80.3% | -12.5% | +92.8% | +84.2% |
| 5Y | +143.3% | +0.5% | +142.8% | +132.3% |
| All | +655.5% | +154.9% | +500.5% | +409.8% |
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