+81.3%
FN vs ACM
-12.3%
+93.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.2% | -12.1% | -13.5% |
| 7D | -16.0% | +5.1% | -21.0% | -17.4% |
| 30D | -40.1% | +11.5% | -51.6% | -42.5% |
| 3M | -43.9% | -10.5% | -33.4% | -41.5% |
| 6M | -55.6% | -20.4% | -35.3% | -50.9% |
| YTD | -35.7% | -28.9% | -6.8% | -25.7% |
| 1Y | -39.8% | -48.7% | +8.9% | -13.4% |
| All | +81.3% | -12.3% | +93.6% | +83.3% |
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