-27.7%
FN vs ALM
-9.8%
-18.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.7% |
| 7D | -1.7% | -2.6% | +0.9% | -0.8% |
| 30D | -22.0% | +32.0% | -54.0% | -29.6% |
| 3M | -43.0% | -15.0% | -28.0% | -42.1% |
| 6M | -27.7% | -10.1% | -17.6% | -30.8% |
| All | -27.7% | -9.8% | -18.0% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling