-32.8%
FPS vs AA
-29.7%
-3.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.1% | +5.6% |
| 7D | -24.5% | +0.9% | -25.4% | -24.6% |
| 30D | -52.1% | -6.7% | -45.4% | -50.3% |
| 3M | -48.4% | -16.3% | -32.0% | -44.5% |
| 6M | -54.4% | -37.1% | -17.2% | -46.0% |
| All | -32.8% | -29.7% | -3.1% | -25.6% |
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