+195.1%
FN vs ACM
+4.8%
+190.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.6% | -5.4% | -5.1% |
| 7D | -4.1% | +6.6% | -10.7% | -6.8% |
| 30D | -28.3% | +19.8% | -48.1% | -34.2% |
| 3M | -33.9% | -3.1% | -30.7% | -33.5% |
| 6M | -43.9% | -11.5% | -32.4% | -41.2% |
| YTD | -23.4% | -24.7% | +1.2% | -13.0% |
| 1Y | -25.4% | -45.1% | +19.6% | +4.5% |
| 3Y | +107.9% | -8.9% | +116.8% | +102.5% |
| 5Y | +195.1% | +5.4% | +189.7% | +157.9% |
| All | +195.1% | +4.8% | +190.3% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling