+337.5%
AMD vs FIX
+2,061.9%
-1,724.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.6% |
| 7D | +2.6% | +6.0% | -3.5% | -0.8% |
| 30D | -0.9% | -7.2% | +6.3% | +2.9% |
| 3M | -8.7% | -15.9% | +7.1% | +0.9% |
| 6M | +136.3% | +12.7% | +123.6% | +121.1% |
| YTD | +123.0% | +72.8% | +50.2% | +66.8% |
| 1Y | +195.2% | +122.9% | +72.3% | +92.3% |
| 3Y | +336.3% | +774.3% | -438.0% | +16.3% |
| All | +337.5% | +2,061.9% | -1,724.4% | -37.9% |
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