+500.0%
APP vs FIX
+1,193.4%
-693.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.4% | +4.4% | +7.5% |
| 7D | +71.2% | -17.5% | +88.7% | +81.3% |
| 30D | +39.1% | -41.6% | +80.6% | +73.2% |
| 3M | +16.5% | -40.6% | +57.1% | +41.2% |
| 6M | -16.6% | -49.4% | +32.8% | +6.6% |
| YTD | -41.9% | +9.2% | -51.1% | -52.9% |
| 1Y | -37.0% | +6.5% | -43.5% | -48.4% |
| 3Y | +892.4% | +448.7% | +443.7% | +188.9% |
| 5Y | +297.3% | +948.7% | -651.4% | -29.6% |
| All | +500.0% | +1,193.4% | -693.3% | +2.1% |
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