-25.7%
FN vs AR
+14.7%
-40.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.3% | +0.3% | -6.7% |
| 7D | -7.0% | -11.1% | +4.1% | -8.3% |
| 30D | -24.7% | +7.9% | -32.6% | -23.7% |
| 3M | -35.7% | +4.9% | -40.5% | -35.1% |
| 6M | -52.4% | -5.3% | -47.1% | -51.9% |
| YTD | -25.0% | +8.6% | -33.6% | -26.1% |
| 1Y | -25.7% | +13.7% | -39.3% | -28.4% |
| All | -25.7% | +14.7% | -40.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling