+3,689.8%
FN vs AFL
+702.3%
+2,987.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -22.0% | -6.2% | -15.8% | -19.8% |
| 3M | -43.0% | +2.2% | -45.2% | -44.2% |
| 6M | -27.7% | +5.3% | -33.0% | -30.4% |
| YTD | -10.5% | +8.0% | -18.5% | -15.2% |
| 1Y | +12.5% | +10.2% | +2.3% | +4.8% |
| 3Y | +153.8% | +67.1% | +86.7% | +85.1% |
| 5Y | +288.0% | +135.6% | +152.4% | +132.6% |
| 10Y | +906.4% | +299.4% | +607.1% | +311.4% |
| All | +3,689.8% | +702.3% | +2,987.4% | +879.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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