+11.4%
FPS vs ALC
-11.3%
+22.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.0% | +3.4% |
| 7D | +10.4% | -3.7% | +14.1% | +11.1% |
| 30D | -16.5% | -3.7% | -12.8% | -16.0% |
| 3M | -45.5% | +4.6% | -50.1% | -46.5% |
| 6M | +2.1% | -14.6% | +16.7% | +9.6% |
| All | +11.4% | -11.3% | +22.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling