-22.6%
FPS vs AA
-27.9%
+5.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.8% | -20.1% | -18.5% |
| 7D | -23.3% | +0.9% | -24.3% | -23.8% |
| 30D | -42.4% | -6.4% | -36.0% | -40.7% |
| 3M | -43.0% | -13.0% | -30.1% | -40.2% |
| 6M | -44.5% | -34.6% | -9.9% | -35.6% |
| All | -22.6% | -27.9% | +5.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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