-5.9%
ABT vs FIX
+14.3%
-20.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -15.1% | +20.7% | +4.1% |
| 7D | +12.5% | -18.9% | +31.4% | +10.7% |
| 30D | +16.1% | -36.3% | +52.4% | +12.4% |
| 3M | +10.2% | -38.5% | +48.7% | +6.7% |
| 6M | +33.7% | -42.3% | +76.0% | +29.1% |
| YTD | -5.5% | +17.1% | -22.6% | -12.2% |
| 1Y | -5.9% | +14.4% | -20.3% | -12.6% |
| All | -5.9% | +14.3% | -20.2% | -12.6% |
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