-35.9%
APP vs FIX
+128.3%
-164.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.6% |
| 7D | +0.9% | +6.0% | -5.2% | -0.9% |
| 30D | -23.3% | -7.2% | -16.0% | -21.7% |
| 3M | -42.6% | -15.9% | -26.8% | -40.6% |
| 6M | -33.6% | +12.7% | -46.3% | -41.0% |
| YTD | -52.4% | +72.8% | -125.2% | -64.2% |
| 1Y | -35.9% | +122.9% | -158.8% | -54.9% |
| All | -35.9% | +128.3% | -164.1% | -54.9% |
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 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