+24.5%
ALAB vs FIX
+14.3%
+10.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -15.1% | +10.7% | +8.9% |
| 7D | -24.9% | -18.9% | -6.0% | -10.4% |
| 30D | -38.4% | -36.3% | -2.1% | -7.9% |
| 3M | -38.3% | -38.5% | +0.2% | -5.4% |
| 6M | +10.9% | -42.3% | +53.2% | +84.6% |
| YTD | +34.2% | +17.1% | +17.1% | +16.3% |
| 1Y | +24.5% | +14.4% | +10.1% | +10.6% |
| All | +24.5% | +14.3% | +10.2% | +10.6% |
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