+6,351.7%
AMD vs FIX
+3,608.1%
+2,743.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.4% | +5.6% | +8.5% |
| 7D | -11.0% | -17.5% | +6.4% | -2.9% |
| 30D | -30.5% | -41.6% | +11.1% | -10.9% |
| 3M | -8.2% | -40.6% | +32.4% | +16.1% |
| 6M | +6.6% | -49.4% | +55.9% | +45.8% |
| YTD | +109.7% | +9.2% | +100.5% | +104.9% |
| 1Y | +88.9% | +6.5% | +82.5% | +86.4% |
| 3Y | +301.8% | +448.7% | -146.9% | +88.3% |
| 5Y | +229.4% | +948.7% | -719.4% | +17.8% |
| All | +6,351.7% | +3,608.1% | +2,743.6% | +1,553.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling