+116.5%
AA vs FDS
+9,502.8%
-9,386.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.8% |
| 7D | -0.7% | -1.9% | +1.2% | -0.1% |
| 30D | +5.0% | +9.0% | -4.0% | +1.4% |
| 3M | -35.8% | +18.9% | -54.7% | -40.9% |
| 6M | -18.4% | +35.1% | -53.5% | -29.5% |
| YTD | -5.5% | +5.5% | -11.0% | -11.6% |
| 1Y | +61.0% | -16.8% | +77.8% | +63.3% |
| 3Y | +66.2% | -28.1% | +94.3% | +77.1% |
| 5Y | +11.4% | -17.4% | +28.8% | +12.6% |
| 10Y | +116.9% | +85.4% | +31.4% | +63.4% |
| All | +116.5% | +9,502.8% | -9,386.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling