+109.4%
AAPL vs FIX
+2,061.9%
-1,952.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +0.1% | +6.0% | -5.9% | -0.8% |
| 30D | +3.0% | -7.2% | +10.2% | +3.9% |
| 3M | +2.9% | -15.9% | +18.7% | +4.5% |
| 6M | +22.1% | +12.7% | +9.4% | +17.0% |
| YTD | +18.0% | +72.8% | -54.8% | +4.0% |
| 1Y | +33.9% | +122.9% | -89.0% | +10.9% |
| 3Y | +71.2% | +774.3% | -703.2% | -10.4% |
| All | +109.4% | +2,061.9% | -1,952.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling