+37.8%
ALAB vs FIX
+21.5%
+16.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.0% | +1.8% | +2.1% |
| 7D | +3.4% | +6.4% | -3.0% | -0.9% |
| 30D | -28.8% | -29.1% | +0.3% | -2.8% |
| 3M | -26.0% | -31.1% | +5.2% | +2.8% |
| 6M | +11.4% | -42.8% | +54.2% | +86.1% |
| YTD | +38.8% | +24.6% | +14.2% | +18.5% |
| 1Y | +37.8% | +21.9% | +15.9% | +21.5% |
| All | +37.8% | +21.5% | +16.3% | +21.5% |
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