+794.1%
FN vs AMCR
+22.4%
+771.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | -3.8% | -0.3% | -2.9% |
| 30D | -28.3% | +8.3% | -36.6% | -30.5% |
| 3M | -33.9% | -2.7% | -31.2% | -33.9% |
| 6M | -43.9% | +16.7% | -60.6% | -47.7% |
| YTD | -23.4% | +13.2% | -36.7% | -28.6% |
| 1Y | -25.4% | +13.7% | -39.1% | -30.7% |
| 3Y | +107.9% | +17.4% | +90.5% | +86.1% |
| 5Y | +195.1% | -5.9% | +201.0% | +187.2% |
| 10Y | +794.1% | +22.4% | +771.7% | +630.8% |
| All | +794.1% | +22.4% | +771.7% | +630.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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