+1,361.6%
AAPL vs FIX
+3,615.9%
-2,254.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | +3.2% | +17.0% | -13.8% | +0.2% |
| 30D | +4.1% | -30.6% | +34.7% | +10.3% |
| 3M | +17.5% | -35.0% | +52.5% | +25.5% |
| 6M | +20.6% | -44.0% | +64.5% | +31.0% |
| YTD | +31.0% | +21.1% | +9.8% | +18.6% |
| 1Y | +30.2% | +16.3% | +14.0% | +18.4% |
| 3Y | +92.9% | +507.4% | -414.5% | +5.3% |
| 5Y | +142.4% | +1,052.1% | -909.7% | +6.6% |
| All | +1,361.6% | +3,615.9% | -2,254.3% | +360.7% |
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