+6.7%
AMZN vs FIX
+3.4%
+3.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.8% | -0.9% |
| 7D | +7.9% | -17.5% | +25.3% | +9.4% |
| 30D | -0.2% | -41.6% | +41.3% | +5.1% |
| 3M | -4.8% | -40.6% | +35.8% | 0.0% |
| 6M | -5.7% | -49.4% | +43.7% | -0.2% |
| YTD | +12.3% | +9.2% | +3.2% | +7.9% |
| 1Y | +6.7% | +6.5% | +0.2% | +2.6% |
| All | +6.7% | +3.4% | +3.3% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling