-25.4%
FN vs AU
+34.7%
-60.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.8% | -3.0% |
| 7D | -4.1% | +15.3% | -19.4% | -8.0% |
| 30D | -28.3% | -0.3% | -28.0% | -28.0% |
| 3M | -33.9% | -2.9% | -31.0% | -33.6% |
| 6M | -43.9% | -10.7% | -33.2% | -42.4% |
| YTD | -23.4% | +14.0% | -37.4% | -30.5% |
| 1Y | -25.4% | +32.5% | -57.9% | -36.1% |
| All | -25.4% | +34.7% | -60.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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