-22.6%
FPS vs AS
-11.3%
-11.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.1% | -22.4% | -19.0% |
| 7D | -23.3% | +13.8% | -37.1% | -27.7% |
| 30D | -42.4% | +16.7% | -59.1% | -46.3% |
| 3M | -43.0% | -11.5% | -31.5% | -39.2% |
| 6M | -44.5% | -5.5% | -39.0% | -44.0% |
| All | -22.6% | -11.3% | -11.3% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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