-22.1%
FPS vs ACGL
+7.1%
-29.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.8% | +15.2% | +17.1% |
| 7D | -8.0% | -1.1% | -6.9% | -8.4% |
| 30D | -43.5% | +13.1% | -56.7% | -32.7% |
| 3M | -41.6% | +9.8% | -51.4% | -32.2% |
| 6M | -44.0% | +15.3% | -59.3% | -30.5% |
| All | -22.1% | +7.1% | -29.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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