-22.6%
FPS vs AUR
+0.5%
-23.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -15.1% |
| 7D | -23.3% | -19.8% | -3.5% | -14.6% |
| 30D | -42.4% | -29.0% | -13.4% | -32.0% |
| 3M | -43.0% | -43.6% | +0.5% | -25.7% |
| 6M | -44.5% | -36.6% | -7.8% | -32.8% |
| All | -22.6% | +0.5% | -23.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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