+95.5%
AMD vs FIX
+14.3%
+81.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.1% | +16.1% | +10.9% |
| 7D | -15.5% | -18.9% | +3.4% | -3.9% |
| 30D | -22.6% | -36.3% | +13.7% | +3.7% |
| 3M | -5.7% | -38.5% | +32.8% | +28.6% |
| 6M | +43.1% | -42.3% | +85.4% | +104.3% |
| YTD | +128.2% | +17.1% | +111.1% | +95.9% |
| 1Y | +95.5% | +14.4% | +81.1% | +69.0% |
| All | +95.5% | +14.3% | +81.2% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling