+906.2%
FN vs ALM
+2,950.3%
-2,044.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.2% |
| 7D | -1.7% | -2.6% | +0.9% | -1.5% |
| 30D | -22.0% | +32.0% | -54.0% | -23.1% |
| 3M | -43.0% | -15.0% | -28.0% | -42.8% |
| 6M | -27.7% | -10.1% | -17.6% | -27.9% |
| YTD | -10.5% | +99.4% | -109.9% | -12.7% |
| 1Y | +12.5% | +316.4% | -303.9% | +7.4% |
| 3Y | +153.8% | +2,022.0% | -1,868.2% | +131.4% |
| 5Y | +288.0% | +941.2% | -653.2% | +257.9% |
| All | +906.2% | +2,950.3% | -2,044.2% | +786.9% |
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 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