+6,827.3%
AMAT vs FIX
+12,471.5%
-5,644.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.7% |
| 7D | -1.5% | +6.0% | -7.5% | -3.2% |
| 30D | -14.8% | -7.2% | -7.6% | -12.9% |
| 3M | -9.3% | -15.9% | +6.6% | -3.5% |
| 6M | +27.4% | +12.7% | +14.7% | +24.9% |
| YTD | +77.6% | +72.8% | +4.8% | +54.8% |
| 1Y | +188.9% | +122.9% | +66.1% | +133.6% |
| 3Y | +202.3% | +774.3% | -572.0% | +63.3% |
| 5Y | +248.9% | +2,049.5% | -1,800.6% | +49.3% |
| 10Y | +1,585.2% | +5,821.5% | -4,236.2% | +450.3% |
| All | +6,827.3% | +12,471.5% | -5,644.1% | +1,181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling