+890.0%
FN vs AMCR
+16.5%
+873.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.8% |
| 7D | +3.5% | -1.8% | +5.4% | +4.1% |
| 30D | -26.0% | -6.0% | -19.9% | -24.6% |
| 3M | -33.3% | +18.9% | -52.2% | -37.8% |
| 6M | -14.9% | +5.7% | -20.6% | -17.7% |
| YTD | -8.6% | +11.1% | -19.7% | -13.7% |
| 1Y | +12.3% | +12.7% | -0.4% | +5.1% |
| 3Y | +174.4% | +9.6% | +164.8% | +153.3% |
| 5Y | +296.4% | -10.3% | +306.7% | +294.8% |
| 10Y | +890.0% | +16.5% | +873.6% | +725.1% |
| All | +890.0% | +16.5% | +873.6% | +725.1% |
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