+5.4%
APP vs FPS
-17.4%
+22.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.0% | +1.4% | -3.5% |
| 7D | +61.1% | -20.9% | +82.0% | +62.8% |
| 30D | +42.8% | -46.3% | +89.1% | +49.4% |
| 3M | +16.7% | -42.9% | +59.5% | +20.9% |
| 6M | -15.6% | -46.8% | +31.2% | -15.5% |
| All | +5.4% | -17.4% | +22.8% | -5.6% |
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