+8.1%
FPS vs ALB
-20.7%
+28.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +4.4% |
| 7D | +3.1% | -8.1% | +11.2% | +6.8% |
| 30D | -18.6% | +6.3% | -24.8% | -21.8% |
| 3M | -51.5% | -23.6% | -27.9% | -46.4% |
| 6M | -8.5% | -24.6% | +16.1% | -5.7% |
| All | +8.1% | -20.7% | +28.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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