+8.1%
FPS vs ALC
-9.5%
+17.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.6% | +2.9% |
| 7D | +3.1% | -2.1% | +5.2% | +3.5% |
| 30D | -18.6% | -0.1% | -18.5% | -18.6% |
| 3M | -51.5% | +5.9% | -57.4% | -52.3% |
| 6M | -8.5% | -15.9% | +7.4% | -1.9% |
| All | +8.1% | -9.5% | +17.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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