-37.0%
APP vs FIX
+3.4%
-40.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.4% | +4.4% | +9.2% |
| 7D | +71.2% | -17.5% | +88.7% | +74.7% |
| 30D | +39.1% | -41.6% | +80.6% | +55.2% |
| 3M | +16.5% | -40.6% | +57.1% | +28.3% |
| 6M | -16.6% | -49.4% | +32.8% | -4.5% |
| YTD | -41.9% | +9.2% | -51.1% | -56.2% |
| 1Y | -37.0% | +6.5% | -43.5% | -52.0% |
| All | -37.0% | +3.4% | -40.4% | -52.0% |
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