+3,012.3%
FN vs AMCR
+100.2%
+2,912.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | -1.9% | +0.2% | -1.3% |
| 30D | -22.0% | -4.1% | -17.9% | -21.3% |
| 3M | -43.0% | +21.7% | -64.7% | -46.2% |
| 6M | -27.7% | +1.5% | -29.2% | -28.7% |
| YTD | -10.5% | +13.1% | -23.6% | -14.5% |
| 1Y | +12.5% | +13.0% | -0.5% | +7.3% |
| 3Y | +153.8% | +6.9% | +146.9% | +142.4% |
| 5Y | +288.0% | -10.5% | +298.5% | +287.5% |
| 10Y | +906.4% | +20.9% | +885.6% | +811.0% |
| All | +3,012.3% | +100.2% | +2,912.1% | +2,646.6% |
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 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