+391.7%
APP vs FIX
+1,946.9%
-1,555.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.3% |
| 7D | +0.9% | +6.0% | -5.2% | -2.1% |
| 30D | -23.3% | -7.2% | -16.0% | -20.9% |
| 3M | -42.6% | -15.9% | -26.8% | -39.4% |
| 6M | -33.6% | +12.7% | -46.3% | -42.0% |
| YTD | -52.4% | +72.8% | -125.2% | -67.4% |
| 1Y | -35.9% | +122.9% | -158.8% | -62.9% |
| 3Y | +642.2% | +774.3% | -132.1% | +81.2% |
| 5Y | +311.1% | +2,049.5% | -1,738.4% | -40.6% |
| All | +391.7% | +1,946.9% | -1,555.3% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling