+143.3%
AAPL vs FIX
+1,026.2%
-882.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | +4.1% | +9.4% | -5.3% | +2.9% |
| 30D | +4.0% | -27.8% | +31.7% | +7.8% |
| 3M | +16.8% | -35.6% | +52.3% | +22.6% |
| 6M | +19.4% | -45.2% | +64.6% | +27.5% |
| YTD | +31.5% | +19.5% | +12.0% | +20.7% |
| 1Y | +31.0% | +24.2% | +6.7% | +19.0% |
| 3Y | +95.3% | +494.2% | -398.9% | +7.2% |
| All | +143.3% | +1,026.2% | -882.9% | -5.4% |
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 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