-25.7%
FN vs ALC
+4.2%
-29.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.8% | -12.8% | -3.3% |
| 7D | -7.0% | +10.7% | -17.7% | -3.1% |
| 30D | -24.7% | +20.2% | -44.9% | -19.6% |
| 3M | -35.7% | +8.9% | -44.6% | -32.6% |
| 6M | -52.4% | +5.7% | -58.1% | -49.3% |
| YTD | -25.0% | -1.4% | -23.5% | -17.7% |
| 1Y | -25.7% | +4.7% | -30.4% | -19.9% |
| All | -25.7% | +4.2% | -29.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling