+134.9%
AS vs FDS
-28.7%
+163.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.0% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +16.0% | +20.2% | -4.2% | +12.9% |
| 3M | -12.8% | +19.9% | -32.7% | -15.3% |
| 6M | -15.4% | +56.2% | -71.5% | -21.6% |
| YTD | -15.7% | +14.6% | -30.3% | -15.6% |
| 1Y | +6.1% | +31.6% | -25.5% | +0.5% |
| All | +134.9% | -28.7% | +163.5% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling