-23.6%
FPS vs ALB
-40.2%
+16.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.2% | -8.7% | -9.4% |
| 7D | +21.6% | -3.6% | +25.2% | +23.5% |
| 30D | -38.8% | -2.9% | -35.9% | -38.2% |
| 3M | -42.1% | -25.8% | -16.3% | -35.0% |
| 6M | -48.5% | -53.6% | +5.1% | -30.9% |
| All | -23.6% | -40.2% | +16.6% | -15.6% |
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