+503.8%
APP vs FIX
+1,335.2%
-831.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.5% |
| 7D | +10.6% | +17.0% | -6.5% | +3.3% |
| 30D | +44.6% | -30.6% | +75.2% | +66.3% |
| 3M | +29.6% | -35.0% | +64.6% | +51.3% |
| 6M | -19.8% | -44.0% | +24.2% | -1.7% |
| YTD | -41.6% | +21.1% | -62.7% | -54.7% |
| 1Y | -32.7% | +16.3% | -48.9% | -46.8% |
| 3Y | +799.0% | +507.4% | +291.6% | +150.1% |
| 5Y | +250.4% | +1,052.1% | -801.7% | -40.6% |
| All | +503.8% | +1,335.2% | -831.4% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling