+2,634.4%
AMD vs FIX
+8,419.6%
-5,785.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.1% | +16.1% | +5.8% |
| 7D | -15.5% | -18.9% | +3.4% | -10.0% |
| 30D | -22.6% | -36.3% | +13.7% | -11.2% |
| 3M | -5.7% | -38.5% | +32.8% | +9.2% |
| 6M | +43.1% | -42.3% | +85.4% | +70.4% |
| YTD | +128.2% | +17.1% | +111.1% | +118.9% |
| 1Y | +95.5% | +14.4% | +81.1% | +88.9% |
| 3Y | +335.4% | +486.7% | -151.2% | +152.1% |
| 5Y | +255.5% | +1,083.7% | -828.3% | +69.1% |
| 10Y | +7,350.9% | +3,932.4% | +3,418.5% | +2,302.2% |
| All | +2,634.4% | +8,419.6% | -5,785.1% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling