+81.6%
AA vs FDS
+10,290.2%
-10,208.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +4.8% | -5.0% | +9.8% | +6.7% |
| 30D | -0.6% | +13.8% | -14.4% | -5.6% |
| 3M | -16.3% | +14.8% | -31.1% | -21.4% |
| 6M | -33.4% | +47.4% | -80.8% | -44.4% |
| YTD | -20.7% | +14.2% | -34.8% | -28.5% |
| 1Y | +12.9% | +26.6% | -13.7% | -2.7% |
| 3Y | +75.7% | -24.4% | +100.1% | +82.2% |
| 5Y | -6.8% | -22.6% | +15.8% | -4.1% |
| 10Y | +53.6% | +130.0% | -76.3% | +6.4% |
| All | +81.6% | +10,290.2% | -10,208.6% | -37.2% |
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 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