+333.0%
APP vs FIX
+2,061.9%
-1,729.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.2% |
| 7D | +0.9% | +6.0% | -5.2% | -2.2% |
| 30D | -23.3% | -7.2% | -16.0% | -20.8% |
| 3M | -42.6% | -15.9% | -26.8% | -39.3% |
| 6M | -33.6% | +12.7% | -46.3% | -42.3% |
| YTD | -52.4% | +72.8% | -125.2% | -67.8% |
| 1Y | -35.9% | +122.9% | -158.8% | -63.7% |
| 3Y | +642.2% | +774.3% | -132.1% | +66.3% |
| All | +333.0% | +2,061.9% | -1,729.0% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling