+528.8%
APP vs FIX
+1,315.0%
-786.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.4% | -4.6% | +0.7% |
| 7D | +79.2% | -7.2% | +86.4% | +80.0% |
| 30D | +48.0% | -35.1% | +83.1% | +75.8% |
| 3M | +18.2% | -34.3% | +52.5% | +36.8% |
| 6M | -12.5% | -42.9% | +30.4% | +5.9% |
| YTD | -39.2% | +19.5% | -58.6% | -52.5% |
| 1Y | -33.9% | +16.8% | -50.6% | -48.0% |
| 3Y | +933.3% | +506.7% | +426.6% | +187.4% |
| 5Y | +295.9% | +1,046.7% | -750.8% | -32.6% |
| All | +528.8% | +1,315.0% | -786.2% | +2.8% |
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 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