-32.8%
FPS vs ALM
-36.6%
+3.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.8% | +6.2% |
| 7D | -24.5% | -6.7% | -17.9% | -22.1% |
| 30D | -52.1% | -32.9% | -19.2% | -44.4% |
| 3M | -48.4% | -39.5% | -8.9% | -39.6% |
| 6M | -54.4% | -62.0% | +7.6% | -40.6% |
| All | -32.8% | -36.6% | +3.8% | -34.9% |
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