-23.6%
FPS vs AME
+6.9%
-30.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.6% | -10.4% | -11.0% |
| 7D | +21.6% | +8.1% | +13.5% | +4.2% |
| 30D | -38.8% | -3.8% | -35.0% | -30.5% |
| 3M | -42.1% | -6.6% | -35.5% | -30.7% |
| 6M | -48.5% | +4.6% | -53.1% | -47.4% |
| All | -23.6% | +6.9% | -30.5% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling