+3,078.0%
FN vs ACM
+203.0%
+2,875.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.9% | -8.9% | -7.3% |
| 7D | -7.0% | +9.5% | -16.5% | -11.0% |
| 30D | -24.7% | +14.7% | -39.4% | -29.6% |
| 3M | -35.7% | -9.5% | -26.2% | -33.8% |
| 6M | -52.4% | -18.0% | -34.4% | -49.3% |
| YTD | -25.0% | -27.3% | +2.3% | -16.2% |
| 1Y | -25.7% | -47.0% | +21.3% | -3.6% |
| 3Y | +110.2% | -10.6% | +120.8% | +112.2% |
| 5Y | +192.3% | +5.3% | +187.0% | +172.8% |
| 10Y | +812.3% | +167.0% | +645.3% | +414.2% |
| All | +3,078.0% | +203.0% | +2,875.1% | +1,455.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling