-22.6%
FPS vs AME
+5.1%
-27.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.7% | -8.2% |
| 7D | -23.3% | -4.4% | -18.9% | -14.9% |
| 30D | -42.4% | -5.9% | -36.5% | -33.1% |
| 3M | -43.0% | -6.5% | -36.5% | -32.8% |
| 6M | -44.5% | +3.2% | -47.7% | -42.6% |
| All | -22.6% | +5.1% | -27.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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