+3,689.8%
FN vs ACM
+194.2%
+3,495.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.7% | -3.7% | +2.1% | 0.0% |
| 30D | -22.0% | -11.1% | -10.9% | -18.6% |
| 3M | -43.0% | -8.0% | -35.0% | -41.9% |
| 6M | -27.7% | -29.7% | +1.9% | -16.6% |
| YTD | -10.5% | -29.4% | +18.9% | +1.8% |
| 1Y | +12.5% | -46.4% | +58.9% | +45.9% |
| 3Y | +153.8% | -22.3% | +176.1% | +175.3% |
| 5Y | +288.0% | +4.5% | +283.5% | +264.3% |
| 10Y | +906.4% | +127.6% | +778.8% | +514.4% |
| All | +3,689.8% | +194.2% | +3,495.5% | +1,790.9% |
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 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