+2,399.1%
FN vs AMCR
+105.2%
+2,293.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.1% | +13.8% | +12.1% |
| 7D | 0.0% | -5.3% | +5.3% | +1.0% |
| 30D | -34.3% | +8.7% | -43.1% | -35.9% |
| 3M | -39.9% | -3.3% | -36.6% | -39.8% |
| 6M | -51.8% | +15.1% | -66.9% | -54.1% |
| YTD | -28.1% | +12.4% | -40.6% | -31.6% |
| 1Y | -29.1% | +15.8% | -44.9% | -33.1% |
| 3Y | +102.4% | +16.7% | +85.7% | +88.0% |
| 5Y | +171.7% | -5.1% | +176.7% | +166.3% |
| 10Y | +773.5% | +21.5% | +752.0% | +680.9% |
| All | +2,399.1% | +105.2% | +2,293.9% | +2,080.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling