+1,249.0%
AAPL vs FIX
+3,608.1%
-2,359.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -6.0% | -1.5% |
| 7D | -0.7% | -17.5% | +16.8% | +2.2% |
| 30D | +1.7% | -41.6% | +43.3% | +11.3% |
| 3M | +9.7% | -40.6% | +50.3% | +19.0% |
| 6M | +19.3% | -49.4% | +68.7% | +32.0% |
| YTD | +26.3% | +9.2% | +17.1% | +16.6% |
| 1Y | +27.4% | +6.5% | +20.9% | +17.8% |
| 3Y | +93.6% | +448.7% | -355.1% | +8.2% |
| 5Y | +131.7% | +948.7% | -817.0% | +4.3% |
| All | +1,249.0% | +3,608.1% | -2,359.1% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling