+755.5%
FN vs ALM
+1,942.8%
-1,187.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -3.7% |
| 7D | +20.8% | -4.0% | +24.8% | +21.2% |
| 30D | -17.3% | -30.5% | +13.2% | -15.4% |
| 3M | -38.1% | -46.9% | +8.8% | -35.8% |
| 6M | -44.2% | -65.5% | +21.3% | -41.2% |
| YTD | -22.3% | -13.4% | -8.9% | -20.5% |
| 1Y | -20.9% | +9.8% | -30.7% | -19.7% |
| 3Y | +111.1% | +783.1% | -672.0% | +101.9% |
| 5Y | +191.8% | +378.3% | -186.5% | +181.1% |
| All | +755.5% | +1,942.8% | -1,187.3% | +654.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling