+164.2%
AMD vs FPS
-13.1%
+177.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +16.0% | -2.8% | +5.7% |
| 7D | +8.9% | -8.0% | +16.9% | +11.5% |
| 30D | -16.4% | -43.5% | +27.2% | +4.9% |
| 3M | +5.2% | -41.6% | +46.8% | +28.8% |
| 6M | +11.7% | -44.0% | +55.8% | +41.7% |
| All | +164.2% | -13.1% | +177.3% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling