+247.2%
AMAT vs FIX
+2,061.9%
-1,814.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.3% |
| 7D | -1.5% | +6.0% | -7.5% | -4.6% |
| 30D | -14.8% | -7.2% | -7.6% | -11.5% |
| 3M | -9.3% | -15.9% | +6.6% | +0.7% |
| 6M | +27.4% | +12.7% | +14.7% | +22.5% |
| YTD | +77.6% | +72.8% | +4.8% | +40.0% |
| 1Y | +188.9% | +122.9% | +66.1% | +99.9% |
| 3Y | +202.3% | +774.3% | -572.0% | -7.0% |
| All | +247.2% | +2,061.9% | -1,814.7% | -41.1% |
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