-32.8%
FPS vs ACM
-29.1%
-3.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +6.9% | +7.0% |
| 7D | -24.5% | +5.4% | -29.9% | -24.7% |
| 30D | -52.1% | +15.1% | -67.2% | -52.5% |
| 3M | -48.4% | -10.5% | -37.9% | -46.8% |
| 6M | -54.4% | -19.7% | -34.7% | -50.9% |
| All | -32.8% | -29.1% | -3.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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