-22.6%
FPS vs AMIX
-79.2%
+56.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.0% | -14.3% | -17.3% |
| 7D | -23.3% | -25.1% | +1.8% | -22.9% |
| 30D | -42.4% | -54.5% | +12.1% | -41.6% |
| 3M | -43.0% | -91.7% | +48.7% | -40.7% |
| 6M | -44.5% | -79.4% | +35.0% | -38.9% |
| All | -22.6% | -79.2% | +56.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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