+207.4%
ALAB vs FIX
+229.8%
-22.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.8% | +1.9% |
| 7D | -26.3% | -17.5% | -8.8% | -14.4% |
| 30D | -50.1% | -41.6% | -8.5% | -23.7% |
| 3M | -42.5% | -40.6% | -1.9% | -13.8% |
| 6M | -10.8% | -49.4% | +38.5% | +55.5% |
| YTD | +14.6% | +9.2% | +5.5% | +12.2% |
| 1Y | +17.1% | +6.5% | +10.7% | +16.9% |
| All | +207.4% | +229.8% | -22.3% | +33.6% |
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 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