-25.4%
FN vs ALM
+12.3%
-37.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.2% | +2.5% | -2.5% |
| 7D | -4.1% | -6.3% | +2.3% | -1.7% |
| 30D | -28.3% | -31.4% | +3.1% | -19.8% |
| 3M | -33.9% | -40.6% | +6.7% | -24.0% |
| 6M | -43.9% | -58.6% | +14.7% | -31.3% |
| YTD | -23.4% | -7.6% | -15.8% | -16.2% |
| 1Y | -25.4% | +13.8% | -39.3% | -23.0% |
| All | -25.4% | +12.3% | -37.7% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling