+68.0%
ARM vs FPS
-13.1%
+81.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +16.0% | -9.3% | -2.4% |
| 7D | -5.3% | -8.0% | +2.6% | -2.8% |
| 30D | -30.0% | -43.5% | +13.5% | -5.9% |
| 3M | -34.1% | -41.6% | +7.5% | -13.9% |
| 6M | -12.6% | -44.0% | +31.4% | +26.3% |
| All | +68.0% | -13.1% | +81.1% | +109.8% |
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