+289.3%
FN vs ALC
-16.0%
+305.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.9% |
| 7D | -1.7% | -2.1% | +0.4% | -1.0% |
| 30D | -22.0% | -0.1% | -21.9% | -22.4% |
| 3M | -43.0% | +5.9% | -48.9% | -45.0% |
| 6M | -27.7% | -15.9% | -11.8% | -23.3% |
| YTD | -10.5% | -10.1% | -0.4% | -8.1% |
| 1Y | +12.5% | -10.2% | +22.7% | +15.1% |
| 3Y | +153.8% | -13.6% | +167.4% | +157.7% |
| All | +289.3% | -16.0% | +305.3% | +288.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling