+1,276.0%
AAPL vs FIX
+4,032.2%
-2,756.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.0% | +0.7% |
| 7D | +3.7% | -7.2% | +10.9% | +4.3% |
| 30D | +4.2% | -35.1% | +39.3% | +11.8% |
| 3M | +12.0% | -34.3% | +46.3% | +19.3% |
| 6M | +19.8% | -42.9% | +62.7% | +29.5% |
| YTD | +29.3% | +19.5% | +9.9% | +17.4% |
| 1Y | +31.1% | +16.8% | +14.3% | +19.1% |
| 3Y | +94.9% | +506.7% | -411.8% | +6.5% |
| 5Y | +138.1% | +1,046.7% | -908.6% | +5.1% |
| 10Y | +1,276.0% | +3,800.0% | -2,524.0% | +342.9% |
| All | +1,276.0% | +4,032.2% | -2,756.2% | +342.9% |
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