+187.2%
AMD vs FPS
-5.5%
+192.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +14.4% | -7.1% | +0.5% |
| 7D | +13.1% | +9.5% | +3.6% | +8.4% |
| 30D | -7.0% | -33.8% | +26.8% | +8.4% |
| 3M | +16.6% | -34.9% | +51.4% | +35.1% |
| 6M | +20.5% | -42.9% | +63.4% | +49.4% |
| All | +187.2% | -5.5% | +192.7% | +204.5% |
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