+143.3%
FN vs ALM
+390.7%
-247.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.6% | -4.7% | -13.3% |
| 7D | -16.0% | -14.5% | -1.5% | -14.6% |
| 30D | -40.1% | -39.0% | -1.1% | -37.3% |
| 3M | -43.9% | -40.3% | -3.6% | -41.2% |
| 6M | -55.6% | -60.3% | +4.7% | -52.4% |
| YTD | -35.7% | -9.8% | -25.9% | -33.0% |
| 1Y | -39.8% | +30.8% | -70.6% | -38.1% |
| 3Y | +80.3% | +772.4% | -692.2% | +78.6% |
| 5Y | +143.3% | +390.7% | -247.5% | +143.8% |
| All | +143.3% | +390.7% | -247.5% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling