+331.1%
AMD vs FIX
+782.4%
-451.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.7% |
| 7D | +2.6% | +6.0% | -3.5% | -0.6% |
| 30D | -0.9% | -7.2% | +6.3% | +2.7% |
| 3M | -8.7% | -15.9% | +7.1% | +0.3% |
| 6M | +136.3% | +12.7% | +123.6% | +123.1% |
| YTD | +123.0% | +72.8% | +50.2% | +72.5% |
| 1Y | +195.2% | +122.9% | +72.3% | +103.1% |
| All | +331.1% | +782.4% | -451.3% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling