+803.3%
APP vs FIX
+420.3%
+383.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -11.6% | +42.6% | +35.6% |
| 7D | +39.7% | -27.2% | +66.9% | +55.8% |
| 30D | +27.7% | -46.9% | +74.7% | +63.7% |
| 3M | -14.8% | -44.4% | +29.7% | +5.2% |
| 6M | -25.5% | -50.9% | +25.4% | -5.1% |
| YTD | -47.2% | +3.5% | -50.7% | -56.8% |
| 1Y | -42.3% | -2.1% | -40.2% | -51.5% |
| All | +803.3% | +420.3% | +383.1% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling