-22.1%
FPS vs AS
-10.2%
-11.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +3.1% | +12.9% | +14.7% |
| 7D | -8.0% | +5.8% | -13.8% | -9.9% |
| 30D | -43.5% | +15.4% | -58.9% | -46.9% |
| 3M | -41.6% | -11.9% | -29.7% | -37.2% |
| 6M | -44.0% | -9.9% | -34.1% | -41.1% |
| All | -22.1% | -10.2% | -11.9% | -19.2% |
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