+53.5%
ALAB vs FIX
+15.7%
+37.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.3% |
| 7D | +16.3% | +9.4% | +6.9% | +7.5% |
| 30D | -26.1% | -27.8% | +1.7% | -1.1% |
| 3M | -31.3% | -35.6% | +4.3% | +1.6% |
| 6M | -1.0% | -45.2% | +44.2% | +71.9% |
| YTD | +33.3% | +19.5% | +13.9% | +19.0% |
| 1Y | +53.5% | +24.2% | +29.3% | +31.2% |
| All | +53.5% | +15.7% | +37.8% | +31.2% |
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