-37.1%
AA vs FDS
+53.0%
-90.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +2.5% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | -6.7% | +20.2% | -26.9% | -4.8% |
| 3M | -16.3% | +19.9% | -36.2% | -14.6% |
| 6M | -37.1% | +56.2% | -93.3% | -32.0% |
| All | -37.1% | +53.0% | -90.1% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling