+132.8%
AMAT vs FIX
+420.3%
-287.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.6% | -2.0% | -7.3% |
| 7D | -24.3% | -27.2% | +3.0% | -10.7% |
| 30D | -39.8% | -46.9% | +7.1% | -16.2% |
| 3M | -40.2% | -44.4% | +4.2% | -19.1% |
| 6M | -22.1% | -50.9% | +28.8% | +13.6% |
| YTD | +24.7% | +3.5% | +21.1% | +31.3% |
| 1Y | +33.3% | -2.1% | +35.4% | +43.2% |
| All | +132.8% | +420.3% | -287.4% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling