+693.0%
FN vs ALM
+2,100.8%
-1,407.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +7.7% | -15.0% | -7.8% |
| 7D | +0.3% | +1.2% | -1.0% | +0.2% |
| 30D | -16.5% | -19.3% | +2.8% | -15.4% |
| 3M | -42.1% | -40.6% | -1.5% | -40.4% |
| 6M | -52.9% | -57.9% | +5.0% | -50.8% |
| YTD | -28.0% | -6.7% | -21.3% | -26.7% |
| 1Y | -18.5% | +20.2% | -38.7% | -17.7% |
| 3Y | +93.9% | +879.4% | -785.6% | +84.3% |
| 5Y | +170.5% | +415.3% | -244.8% | +159.2% |
| All | +693.0% | +2,100.8% | -1,407.8% | +595.7% |
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