-1.0%
AMZN vs FPS
-39.3%
+38.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.4% | -16.1% | -2.6% |
| 7D | +0.1% | +9.5% | -9.4% | -0.8% |
| 30D | +2.6% | -33.8% | +36.3% | +4.8% |
| 3M | -2.2% | -34.9% | +32.6% | -0.1% |
| 6M | -1.0% | -42.9% | +41.8% | -0.3% |
| All | -1.0% | -39.3% | +38.2% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling