+8.7%
AA vs FDS
+26.9%
-18.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.7% |
| 7D | +4.8% | -5.0% | +9.8% | +4.4% |
| 30D | -0.6% | +13.8% | -14.4% | +0.4% |
| 3M | -16.3% | +14.8% | -31.1% | -15.3% |
| 6M | -33.4% | +47.4% | -80.8% | -31.2% |
| YTD | -20.7% | +14.2% | -34.8% | -21.7% |
| All | +8.7% | +26.9% | -18.3% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling