-22.1%
FPS vs AR
+6.6%
-28.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +0.8% | +15.2% | +16.1% |
| 7D | -8.0% | -10.5% | +2.6% | -9.4% |
| 30D | -43.5% | +1.3% | -44.8% | -42.6% |
| 3M | -41.6% | +4.8% | -46.4% | -40.6% |
| 6M | -44.0% | +1.2% | -45.2% | -42.9% |
| All | -22.1% | +6.6% | -28.7% | -27.0% |
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