+826.4%
FN vs AMCR
+22.3%
+804.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.7% |
| 7D | +16.3% | -7.9% | +24.2% | +19.1% |
| 30D | -24.7% | +8.2% | -32.9% | -27.0% |
| 3M | -34.9% | -4.3% | -30.6% | -34.6% |
| 6M | -41.1% | +16.6% | -57.7% | -45.1% |
| YTD | -19.6% | +13.1% | -32.7% | -25.1% |
| 1Y | -18.5% | +14.4% | -32.9% | -24.5% |
| 3Y | +119.1% | +18.4% | +100.8% | +95.6% |
| 5Y | +206.9% | -5.8% | +212.7% | +198.6% |
| 10Y | +826.4% | +22.3% | +804.2% | +656.6% |
| All | +826.4% | +22.3% | +804.2% | +656.6% |
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