+2.1%
AS vs FDS
+31.1%
-29.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +5.0% |
| 7D | +13.8% | +9.4% | +4.3% | +13.4% |
| 30D | +16.7% | +23.8% | -7.1% | +15.8% |
| 3M | -11.5% | +25.1% | -36.6% | -12.2% |
| 6M | -5.5% | +53.8% | -59.3% | -5.9% |
| YTD | -14.2% | +19.6% | -33.7% | -14.9% |
| 1Y | +2.1% | +31.6% | -29.6% | +5.0% |
| All | +2.1% | +31.1% | -29.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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