-23.7%
FPS vs AMIX
-82.3%
+58.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +13.6% | -9.9% | +23.4% | +13.7% |
| 30D | -32.4% | -52.8% | +20.4% | -31.4% |
| 3M | -41.1% | -80.0% | +38.9% | -39.5% |
| 6M | -51.4% | -80.2% | +28.8% | -46.4% |
| All | -23.7% | -82.3% | +58.5% | -19.8% |
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