-23.7%
FPS vs AHR
+26.6%
-50.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.7% |
| 7D | +13.6% | -0.2% | +13.8% | +13.3% |
| 30D | -32.4% | +10.2% | -42.6% | -28.8% |
| 3M | -41.1% | +8.3% | -49.4% | -38.2% |
| 6M | -51.4% | +13.0% | -64.4% | -47.5% |
| All | -23.7% | +26.6% | -50.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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