+400.4%
ALAB vs FIX
+421.9%
-21.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.8% | +8.2% |
| 7D | +7.2% | +6.0% | +1.2% | +2.5% |
| 30D | -2.5% | -7.2% | +4.7% | +3.0% |
| 3M | -13.3% | -15.9% | +2.5% | +1.6% |
| 6M | +172.8% | +12.7% | +160.1% | +156.4% |
| YTD | +86.6% | +72.8% | +13.8% | +27.4% |
| 1Y | +65.2% | +122.9% | -57.7% | -8.0% |
| All | +400.4% | +421.9% | -21.5% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling