-18.5%
FN vs ALC
-6.0%
-12.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +3.2% | -10.5% | -5.9% |
| 7D | +0.3% | -1.1% | +1.4% | 0.0% |
| 30D | -16.5% | +16.0% | -32.6% | -11.9% |
| 3M | -42.1% | +0.8% | -42.9% | -40.3% |
| 6M | -52.9% | +16.8% | -69.7% | -51.6% |
| YTD | -28.0% | -5.5% | -22.5% | -21.3% |
| 1Y | -18.5% | -5.3% | -13.3% | -10.9% |
| All | -18.5% | -6.0% | -12.5% | -10.9% |
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