+6.9%
FPS vs AMCR
-7.2%
+14.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.3% |
| 7D | +5.3% | -6.3% | +11.6% | +7.3% |
| 30D | -17.6% | -7.1% | -10.4% | -15.8% |
| 3M | -45.8% | +12.7% | -58.4% | -49.8% |
| 6M | -10.1% | +5.2% | -15.3% | -8.5% |
| All | +6.9% | -7.2% | +14.1% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling