+826.4%
FN vs ALM
+2,221.4%
-1,395.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.1% | +3.8% | +11.4% |
| 7D | +16.3% | +0.7% | +15.5% | +16.3% |
| 30D | -24.7% | -26.1% | +1.3% | -23.3% |
| 3M | -34.9% | -38.1% | +3.2% | -33.1% |
| 6M | -41.1% | -55.4% | +14.3% | -38.8% |
| YTD | -19.6% | -0.4% | -19.2% | -18.5% |
| 1Y | -18.5% | +25.4% | -43.9% | -18.0% |
| 3Y | +119.1% | +907.8% | -788.6% | +107.6% |
| 5Y | +206.9% | +440.2% | -233.2% | +192.9% |
| 10Y | +826.4% | +2,031.1% | -1,204.7% | +714.3% |
| All | +826.4% | +2,221.4% | -1,395.0% | +714.3% |
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