+311,644.0%
AAPL vs FIX
+7,843.3%
+303,800.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -6.0% | -1.4% |
| 7D | -0.7% | -17.5% | +16.8% | +2.0% |
| 30D | +1.7% | -41.6% | +43.3% | +10.2% |
| 3M | +9.7% | -40.6% | +50.3% | +18.0% |
| 6M | +19.3% | -49.4% | +68.7% | +30.4% |
| YTD | +26.3% | +9.2% | +17.1% | +19.6% |
| 1Y | +27.4% | +6.5% | +20.9% | +20.8% |
| 3Y | +93.6% | +448.7% | -355.1% | +30.0% |
| 5Y | +131.7% | +948.7% | -817.0% | +36.7% |
| 10Y | +1,268.5% | +3,659.7% | -2,391.2% | +522.2% |
| All | +311,644.0% | +7,843.3% | +303,800.6% | +98,063.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling