+196.6%
AMD vs FIX
+929.6%
-733.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.6% | -5.7% | -10.6% |
| 7D | -28.6% | -27.2% | -1.4% | -14.6% |
| 30D | -37.7% | -46.9% | +9.2% | -11.3% |
| 3M | -16.1% | -44.4% | +28.3% | +15.6% |
| 6M | +13.8% | -50.9% | +64.7% | +69.3% |
| YTD | +88.8% | +3.5% | +85.3% | +86.2% |
| 1Y | +57.8% | -2.1% | +59.9% | +60.0% |
| 3Y | +260.3% | +418.7% | -158.5% | +22.8% |
| 5Y | +196.6% | +894.6% | -697.9% | -43.5% |
| All | +196.6% | +929.6% | -733.0% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling