+8.1%
FPS vs AS
-18.3%
+26.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +0.7% |
| 7D | +3.1% | -4.9% | +8.0% | +5.7% |
| 30D | -18.6% | -19.6% | +1.1% | -9.1% |
| 3M | -51.5% | -14.4% | -37.1% | -48.1% |
| 6M | -8.5% | -20.1% | +11.6% | +1.4% |
| All | +8.1% | -18.3% | +26.4% | +16.5% |
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