+2,943.1%
FN vs AFL
+749.2%
+2,193.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +12.4% |
| 7D | 0.0% | +0.1% | -0.2% | -0.3% |
| 30D | -34.3% | +10.0% | -44.4% | -37.5% |
| 3M | -39.9% | -1.6% | -38.3% | -39.9% |
| 6M | -51.8% | +10.5% | -62.3% | -54.8% |
| YTD | -28.1% | +14.3% | -42.4% | -34.1% |
| 1Y | -29.1% | +11.4% | -40.5% | -34.3% |
| 3Y | +102.4% | +62.4% | +40.0% | +49.3% |
| 5Y | +171.7% | +144.8% | +26.9% | +59.1% |
| 10Y | +773.5% | +356.2% | +417.3% | +227.0% |
| All | +2,943.1% | +749.2% | +2,193.9% | +660.9% |
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