-22.1%
AMAT vs FIX
-50.5%
+28.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -11.6% | -2.0% | -4.1% |
| 7D | -24.3% | -27.2% | +3.0% | -2.9% |
| 30D | -39.8% | -46.9% | +7.1% | +3.3% |
| 3M | -40.2% | -44.4% | +4.2% | -3.1% |
| 6M | -22.1% | -50.9% | +28.8% | +46.4% |
| All | -22.1% | -50.5% | +28.4% | +46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling