+29.6%
AAPL vs FIX
+21.5%
+8.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +2.1% |
| 7D | +1.8% | +6.4% | -4.7% | +1.8% |
| 30D | +4.3% | -29.1% | +33.4% | +3.9% |
| 3M | +16.6% | -31.1% | +47.8% | +16.1% |
| 6M | +21.6% | -42.8% | +64.4% | +21.9% |
| YTD | +31.2% | +24.6% | +6.5% | +24.9% |
| 1Y | +29.6% | +21.9% | +7.6% | +23.4% |
| All | +29.6% | +21.5% | +8.0% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling