+111.8%
FN vs AHR
+365.8%
-254.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.6% |
| 7D | -1.7% | -1.5% | -0.2% | -1.4% |
| 30D | -22.0% | -1.4% | -20.6% | -21.7% |
| 3M | -43.0% | +18.6% | -61.6% | -46.3% |
| 6M | -27.7% | +6.6% | -34.3% | -29.6% |
| YTD | -10.5% | +17.5% | -28.0% | -15.9% |
| 1Y | +12.5% | +30.9% | -18.4% | +1.0% |
| All | +111.8% | +365.8% | -254.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling