+133.7%
AS vs FDS
-26.0%
+159.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +7.1% | +6.4% | +0.7% | +6.2% |
| 30D | +12.8% | +25.2% | -12.3% | +9.2% |
| 3M | -14.7% | +22.9% | -37.6% | -17.4% |
| 6M | -9.9% | +56.5% | -66.5% | -16.5% |
| YTD | -16.1% | +19.0% | -35.1% | -16.5% |
| 1Y | +0.2% | +32.7% | -32.6% | -4.5% |
| All | +133.7% | -26.0% | +159.7% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling