-25.7%
FN vs ALM
+44.8%
-70.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.2% | -7.1% | -6.3% |
| 7D | -7.0% | -6.4% | -0.6% | -5.3% |
| 30D | -24.7% | -35.0% | +10.3% | -15.8% |
| 3M | -35.7% | -33.8% | -1.9% | -28.9% |
| 6M | -52.4% | -55.0% | +2.6% | -43.8% |
| YTD | -25.0% | -0.2% | -24.7% | -17.7% |
| 1Y | -25.7% | +41.8% | -67.4% | -24.9% |
| All | -25.7% | +44.8% | -70.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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