+70.5%
FN vs AHR
+394.2%
-323.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.8% | -7.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | -16.5% | +10.2% | -26.8% | -18.1% |
| 3M | -42.1% | +8.3% | -50.4% | -43.0% |
| 6M | -52.9% | +13.0% | -65.9% | -54.5% |
| YTD | -28.0% | +24.6% | -52.6% | -33.0% |
| 1Y | -18.5% | +22.2% | -40.7% | -23.8% |
| All | +70.5% | +394.2% | -323.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling