+195.2%
AMD vs FIX
+128.3%
+66.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.4% |
| 7D | +2.6% | +6.0% | -3.5% | -1.5% |
| 30D | -0.9% | -7.2% | +6.3% | +3.7% |
| 3M | -8.7% | -15.9% | +7.1% | +2.3% |
| 6M | +136.3% | +12.7% | +123.6% | +118.0% |
| YTD | +123.0% | +72.8% | +50.2% | +58.9% |
| 1Y | +195.2% | +122.9% | +72.3% | +94.6% |
| All | +195.2% | +128.3% | +66.9% | +94.6% |
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