+111.2%
AMD vs FIX
+13.3%
+97.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +8.7% | +6.0% | +8.5% |
| 7D | +6.5% | -13.9% | +20.4% | +16.9% |
| 30D | -15.3% | -35.5% | +20.3% | +13.7% |
| 3M | +9.7% | -33.9% | +43.7% | +42.9% |
| 6M | +13.2% | -43.3% | +56.5% | +63.9% |
| YTD | +140.6% | +18.7% | +121.9% | +111.4% |
| 1Y | +111.2% | +13.8% | +97.4% | +89.6% |
| All | +111.2% | +13.3% | +97.9% | +89.6% |
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