-32.8%
FPS vs APD
+7.5%
-40.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +6.5% |
| 7D | -24.5% | -3.7% | -20.9% | -25.1% |
| 30D | -52.1% | +9.6% | -61.7% | -51.1% |
| 3M | -48.4% | +1.6% | -50.0% | -48.1% |
| 6M | -54.4% | +2.2% | -56.5% | -54.3% |
| All | -32.8% | +7.5% | -40.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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