-29.1%
FN vs ALC
+2.0%
-31.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +10.8% |
| 7D | 0.0% | +4.9% | -4.9% | +2.1% |
| 30D | -34.3% | +19.0% | -53.3% | -30.3% |
| 3M | -39.9% | +7.8% | -47.6% | -37.7% |
| 6M | -51.8% | +14.6% | -66.4% | -50.0% |
| YTD | -28.1% | -4.4% | -23.7% | -22.1% |
| 1Y | -29.1% | +1.4% | -30.5% | -23.6% |
| All | -29.1% | +2.0% | -31.1% | -23.6% |
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