+1,162.1%
AMAT vs FIX
+3,608.1%
-2,446.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +1.5% |
| 7D | -14.7% | -17.5% | +2.7% | -6.5% |
| 30D | -36.1% | -41.6% | +5.5% | -16.9% |
| 3M | -36.9% | -40.6% | +3.7% | -18.9% |
| 6M | -22.2% | -49.4% | +27.2% | +9.6% |
| YTD | +29.9% | +9.2% | +20.7% | +28.4% |
| 1Y | +43.3% | +6.5% | +36.8% | +42.8% |
| 3Y | +142.7% | +448.7% | -306.1% | +2.9% |
| 5Y | +126.2% | +948.7% | -822.5% | -31.5% |
| All | +1,162.1% | +3,608.1% | -2,446.0% | +146.9% |
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