-23.6%
FPS vs AG
-32.6%
+9.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.3% | -4.6% | -7.4% |
| 7D | +21.6% | -6.0% | +27.7% | +25.8% |
| 30D | -38.8% | -14.3% | -24.4% | -33.6% |
| 3M | -42.1% | -26.9% | -15.2% | -33.6% |
| 6M | -48.5% | -42.1% | -6.4% | -36.8% |
| All | -23.6% | -32.6% | +9.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling