+2,571.7%
AMD vs FIX
+12,471.5%
-9,899.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.1% |
| 7D | +2.6% | +6.0% | -3.5% | +0.7% |
| 30D | -0.9% | -7.2% | +6.3% | +1.3% |
| 3M | -8.7% | -15.9% | +7.1% | -3.0% |
| 6M | +136.3% | +12.7% | +123.6% | +128.8% |
| YTD | +123.0% | +72.8% | +50.2% | +90.2% |
| 1Y | +195.2% | +122.9% | +72.3% | +133.0% |
| 3Y | +336.3% | +774.3% | -438.0% | +123.5% |
| 5Y | +334.5% | +2,049.5% | -1,715.0% | +73.5% |
| 10Y | +6,259.1% | +5,821.5% | +437.7% | +1,719.4% |
| All | +2,571.7% | +12,471.5% | -9,899.8% | +338.8% |
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