+12.4%
AA vs FDS
-17.4%
+29.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.2% |
| 30D | +5.0% | +9.0% | -4.0% | +2.3% |
| 3M | -35.8% | +18.9% | -54.7% | -39.6% |
| 6M | -18.4% | +35.1% | -53.5% | -27.7% |
| YTD | -5.5% | +5.5% | -11.0% | -7.5% |
| 1Y | +61.0% | -16.8% | +77.8% | +77.7% |
| 3Y | +66.2% | -28.1% | +94.3% | +94.7% |
| All | +12.4% | -17.4% | +29.8% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling