+1,111.0%
AMAT vs FIX
+3,416.6%
-2,305.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.6% | -2.0% | -7.7% |
| 7D | -24.3% | -27.2% | +3.0% | -11.5% |
| 30D | -39.8% | -46.9% | +7.1% | -17.9% |
| 3M | -40.2% | -44.4% | +4.2% | -20.6% |
| 6M | -22.1% | -50.9% | +28.8% | +11.5% |
| YTD | +24.7% | +3.5% | +21.1% | +26.6% |
| 1Y | +33.3% | -2.1% | +35.4% | +38.3% |
| 3Y | +133.9% | +418.7% | -284.9% | +2.0% |
| 5Y | +117.1% | +894.6% | -777.5% | -32.4% |
| All | +1,111.0% | +3,416.6% | -2,305.6% | +143.3% |
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