-22.6%
FPS vs AR
+9.7%
-32.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.3% | -11.1% | -18.1% |
| 7D | -23.3% | -11.1% | -12.2% | -24.9% |
| 30D | -42.4% | +7.9% | -50.3% | -40.9% |
| 3M | -43.0% | +4.9% | -47.9% | -42.2% |
| 6M | -44.5% | -5.3% | -39.2% | -42.9% |
| All | -22.6% | +9.7% | -32.4% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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