+160.3%
FN vs ACM
-21.7%
+182.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | -3.7% | +2.1% | -0.2% |
| 30D | -22.0% | -11.1% | -10.9% | -18.3% |
| 3M | -43.0% | -8.0% | -35.0% | -41.5% |
| 6M | -27.7% | -29.7% | +1.9% | -14.2% |
| YTD | -10.5% | -29.4% | +18.9% | +3.9% |
| 1Y | +12.5% | -46.4% | +58.9% | +56.4% |
| All | +160.3% | -21.7% | +182.0% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling