-21.9%
AS vs FDS
-17.4%
-4.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +3.6% |
| 7D | -4.9% | -1.9% | -3.0% | -4.9% |
| 30D | -19.6% | +9.0% | -28.6% | -19.8% |
| 3M | -14.4% | +18.9% | -33.2% | -14.6% |
| 6M | -20.1% | +35.1% | -55.3% | -20.1% |
| YTD | -20.9% | +5.5% | -26.4% | -21.2% |
| 1Y | -21.9% | -16.8% | -5.0% | -26.9% |
| All | -21.9% | -17.4% | -4.5% | -26.9% |
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