-22.1%
FPS vs AMIX
-78.0%
+55.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +11.8% | +4.2% | +15.8% |
| 7D | -8.0% | +1.2% | -9.2% | -8.0% |
| 30D | -43.5% | -45.3% | +1.8% | -42.9% |
| 3M | -41.6% | -83.1% | +41.5% | -39.8% |
| 6M | -44.0% | -76.9% | +32.8% | -38.5% |
| All | -22.1% | -78.0% | +55.9% | -18.4% |
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