-5.4%
AMAT vs FIX
-41.5%
+36.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.1% | +11.8% | +8.8% |
| 7D | -11.2% | -18.9% | +7.7% | +3.9% |
| 30D | -31.9% | -36.3% | +4.4% | -1.0% |
| 3M | -32.3% | -38.5% | +6.2% | +1.2% |
| 6M | -5.4% | -42.3% | +36.9% | +54.4% |
| All | -5.4% | -41.5% | +36.1% | +54.4% |
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