+743.6%
FN vs ALM
+2,022.9%
-1,279.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.1% | +9.5% | +11.5% |
| 7D | 0.0% | -6.7% | +6.6% | +0.4% |
| 30D | -34.3% | -32.9% | -1.4% | -32.7% |
| 3M | -39.9% | -39.5% | -0.4% | -38.1% |
| 6M | -51.8% | -62.0% | +10.2% | -49.5% |
| YTD | -28.1% | -7.8% | -20.3% | -26.8% |
| 1Y | -29.1% | +26.7% | -55.8% | -28.5% |
| 3Y | +102.4% | +825.4% | -722.9% | +92.9% |
| 5Y | +171.7% | +401.2% | -229.6% | +160.7% |
| All | +743.6% | +2,022.9% | -1,279.3% | +648.4% |
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