-37.5%
APH vs FIX
+14.6%
-52.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -49.0% |
| 7D | -48.7% | -0.3% | -48.4% | -49.0% |
| 30D | -51.9% | -7.2% | -44.7% | -50.8% |
| 3M | -43.6% | -15.9% | -27.7% | -40.4% |
| 6M | -37.5% | +12.7% | -50.3% | -42.7% |
| All | -37.5% | +14.6% | -52.1% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling