+9.7%
FPS vs AMCR
-9.0%
+18.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +9.4% |
| 7D | +1.5% | -6.3% | +7.8% | +3.3% |
| 30D | -16.9% | -7.8% | -9.1% | -15.0% |
| 3M | -45.3% | +7.5% | -52.9% | -48.3% |
| 6M | -10.3% | +2.7% | -13.0% | -7.8% |
| All | +9.7% | -9.0% | +18.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling