+71.7%
AA vs FDS
+10,327.4%
-10,255.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.7% | +6.6% | +4.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | -6.7% | +20.2% | -26.9% | -13.1% |
| 3M | -16.3% | +19.9% | -36.2% | -22.6% |
| 6M | -37.1% | +56.2% | -93.3% | -48.6% |
| YTD | -25.0% | +14.6% | -39.6% | -32.5% |
| 1Y | +8.6% | +31.6% | -23.0% | -7.8% |
| 3Y | +57.2% | -23.8% | +81.1% | +62.5% |
| 5Y | -13.0% | -22.6% | +9.5% | -10.5% |
| 10Y | +65.5% | +139.3% | -73.8% | +13.2% |
| All | +71.7% | +10,327.4% | -10,255.7% | -40.7% |
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