-22.6%
FPS vs AMC
+141.1%
-163.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.3% | -24.6% | -18.0% |
| 7D | -23.3% | +17.7% | -41.1% | -24.8% |
| 30D | -42.4% | +26.2% | -68.6% | -43.8% |
| 3M | -43.0% | +31.3% | -74.4% | -45.0% |
| 6M | -44.5% | +142.8% | -187.2% | -54.6% |
| All | -22.6% | +141.1% | -163.7% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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