+249.6%
ALAB vs FIX
+260.8%
-11.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +9.4% | +4.3% | +6.1% |
| 7D | -5.6% | -7.2% | +1.7% | 0.0% |
| 30D | -36.6% | -35.1% | -1.5% | -10.7% |
| 3M | -35.1% | -34.3% | -0.8% | -10.0% |
| 6M | +8.5% | -42.9% | +51.5% | +72.7% |
| YTD | +30.4% | +19.5% | +10.9% | +19.1% |
| 1Y | +31.0% | +16.8% | +14.3% | +21.8% |
| All | +249.6% | +260.8% | -11.2% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling