-39.8%
FN vs AS
0.0%
-39.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.3% | -12.0% | -13.5% |
| 7D | -16.0% | +7.1% | -23.1% | -18.0% |
| 30D | -40.1% | +12.8% | -52.9% | -42.8% |
| 3M | -43.9% | -14.7% | -29.2% | -40.5% |
| 6M | -55.6% | -9.9% | -45.7% | -55.1% |
| YTD | -35.7% | -16.1% | -19.5% | -34.2% |
| 1Y | -39.8% | +0.2% | -40.0% | -43.7% |
| All | -39.8% | 0.0% | -39.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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