-21.9%
AS vs FTV
+21.7%
-43.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.9% |
| 7D | -4.9% | -4.5% | -0.4% | -3.6% |
| 30D | -19.6% | -7.1% | -12.5% | -17.8% |
| 3M | -14.4% | -7.2% | -7.2% | -12.6% |
| 6M | -20.1% | -1.5% | -18.6% | -20.4% |
| YTD | -20.9% | +3.5% | -24.4% | -21.7% |
| 1Y | -21.9% | +20.3% | -42.2% | -24.8% |
| All | -21.9% | +21.7% | -43.5% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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