-37.2%
FPS vs AS
-13.3%
-23.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -2.3% | -16.6% | -18.0% |
| 7D | -35.8% | +7.1% | -42.9% | -37.7% |
| 30D | -56.0% | +12.8% | -68.8% | -58.3% |
| 3M | -52.7% | -14.7% | -38.0% | -48.5% |
| 6M | -56.6% | -9.9% | -46.7% | -54.9% |
| All | -37.2% | -13.3% | -23.9% | -34.0% |
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