+426.5%
FN vs ALC
+34.7%
+391.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.0% | -13.3% | -13.9% |
| 7D | -16.0% | +7.6% | -23.6% | -18.6% |
| 30D | -40.1% | +21.1% | -61.3% | -44.9% |
| 3M | -43.9% | +8.5% | -52.4% | -46.5% |
| 6M | -55.6% | +2.8% | -58.5% | -57.3% |
| YTD | -35.7% | -2.4% | -33.3% | -36.7% |
| 1Y | -39.8% | +3.5% | -43.3% | -42.6% |
| 3Y | +80.3% | +4.2% | +76.1% | +65.9% |
| 5Y | +143.3% | -9.0% | +152.3% | +135.8% |
| All | +426.5% | +34.7% | +391.8% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling