-29.1%
FN vs ACM
-48.7%
+19.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.7% |
| 7D | 0.0% | +5.4% | -5.4% | 0.0% |
| 30D | -34.3% | +15.1% | -49.4% | -34.4% |
| 3M | -39.9% | -10.5% | -29.4% | -38.7% |
| 6M | -51.8% | -19.7% | -32.1% | -49.0% |
| YTD | -28.1% | -28.8% | +0.7% | -23.5% |
| 1Y | -29.1% | -47.9% | +18.8% | -20.4% |
| All | -29.1% | -48.7% | +19.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling