-32.8%
FPS vs ALC
-3.8%
-29.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +6.2% |
| 7D | -24.5% | +4.9% | -29.4% | -22.8% |
| 30D | -52.1% | +19.0% | -71.0% | -50.4% |
| 3M | -48.4% | +7.8% | -56.1% | -46.1% |
| 6M | -54.4% | +14.6% | -68.9% | -53.2% |
| All | -32.8% | -3.8% | -29.0% | -24.7% |
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