+70.1%
FN vs AHR
+395.3%
-325.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.3% | +8.3% | +11.0% |
| 7D | 0.0% | +8.2% | -8.3% | -1.5% |
| 30D | -34.3% | +17.3% | -51.6% | -36.5% |
| 3M | -39.9% | +6.4% | -46.2% | -40.6% |
| 6M | -51.8% | +16.9% | -68.7% | -54.1% |
| YTD | -28.1% | +24.9% | -53.1% | -33.2% |
| 1Y | -29.1% | +23.3% | -52.4% | -34.0% |
| All | +70.1% | +395.3% | -325.2% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling