+156.4%
AMAT vs FIX
+1,064.8%
-908.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.1% | +11.8% | +4.9% |
| 7D | -11.2% | -18.9% | +7.7% | -1.3% |
| 30D | -31.9% | -36.3% | +4.4% | -14.2% |
| 3M | -32.3% | -38.5% | +6.2% | -13.3% |
| 6M | -5.4% | -42.3% | +36.9% | +27.3% |
| YTD | +44.3% | +17.1% | +27.2% | +38.3% |
| 1Y | +61.4% | +14.4% | +47.0% | +55.9% |
| 3Y | +170.6% | +486.7% | -316.1% | +0.5% |
| 5Y | +156.4% | +1,083.7% | -927.3% | -44.5% |
| All | +156.4% | +1,064.8% | -908.3% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling