+8.1%
FPS vs APA
+60.8%
-52.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.6% | +1.7% |
| 7D | +3.1% | +0.5% | +2.6% | +3.3% |
| 30D | -18.6% | +23.4% | -41.9% | -14.6% |
| 3M | -51.5% | +12.7% | -64.2% | -49.3% |
| 6M | -8.5% | +39.4% | -47.9% | -15.5% |
| All | +8.1% | +60.8% | -52.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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