-51.8%
FN vs AMCR
+13.9%
-65.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +10.6% |
| 7D | 0.0% | -5.3% | +5.3% | -2.2% |
| 30D | -34.3% | +8.7% | -43.1% | -31.8% |
| 3M | -39.9% | -3.3% | -36.6% | -39.5% |
| 6M | -51.8% | +15.1% | -66.9% | -50.0% |
| All | -51.8% | +13.9% | -65.7% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling