-22.6%
FPS vs AGI
-23.3%
+0.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +10.8% | -28.1% | -21.7% |
| 7D | -23.3% | -5.3% | -18.1% | -21.5% |
| 30D | -42.4% | -7.1% | -35.3% | -40.0% |
| 3M | -43.0% | +4.4% | -47.5% | -44.6% |
| 6M | -44.5% | -23.0% | -21.5% | -37.2% |
| All | -22.6% | -23.3% | +0.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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