+124.8%
AA vs FDS
+77.6%
+47.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +5.4% |
| 7D | +1.7% | -5.4% | +7.0% | +4.0% |
| 30D | +3.3% | +1.6% | +1.7% | +2.0% |
| 3M | -29.4% | +17.7% | -47.2% | -36.1% |
| 6M | -12.8% | +29.1% | -41.9% | -26.5% |
| YTD | -2.1% | +1.0% | -3.1% | -7.3% |
| 1Y | +62.8% | -21.6% | +84.4% | +76.7% |
| 3Y | +90.5% | -30.1% | +120.6% | +117.4% |
| 5Y | +19.1% | -20.7% | +39.8% | +23.9% |
| 10Y | +124.8% | +78.3% | +46.5% | +38.2% |
| All | +124.8% | +77.6% | +47.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling