-22.6%
FPS vs ALM
-31.4%
+8.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.2% | -18.5% | -17.7% |
| 7D | -23.3% | -6.4% | -16.9% | -21.4% |
| 30D | -42.4% | -35.0% | -7.4% | -33.3% |
| 3M | -43.0% | -33.8% | -9.2% | -36.1% |
| 6M | -44.5% | -55.0% | +10.5% | -32.2% |
| All | -22.6% | -31.4% | +8.8% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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