+120.4%
AS vs FDS
-34.3%
+154.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +4.1% |
| 7D | -4.9% | -1.9% | -3.0% | -4.7% |
| 30D | -19.6% | +9.0% | -28.6% | -20.7% |
| 3M | -14.4% | +18.9% | -33.2% | -16.8% |
| 6M | -20.1% | +35.1% | -55.3% | -24.4% |
| YTD | -20.9% | +5.5% | -26.4% | -19.8% |
| 1Y | -21.9% | -16.8% | -5.0% | -12.9% |
| All | +120.4% | -34.3% | +154.7% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling