+17.1%
ALAB vs FIX
+3.4%
+13.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.4% | +0.8% | +1.3% |
| 7D | -26.3% | -17.5% | -8.8% | -12.9% |
| 30D | -50.1% | -41.6% | -8.5% | -18.6% |
| 3M | -42.5% | -40.6% | -1.9% | -8.6% |
| 6M | -10.8% | -49.4% | +38.5% | +66.9% |
| YTD | +14.6% | +9.2% | +5.5% | +9.4% |
| 1Y | +17.1% | +6.5% | +10.7% | +15.0% |
| All | +17.1% | +3.4% | +13.8% | +15.0% |
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