+316.8%
APP vs FIX
+1,287.2%
-970.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -15.1% | +25.8% | +17.7% |
| 7D | +4.5% | -18.9% | +23.4% | +14.0% |
| 30D | -3.6% | -36.3% | +32.7% | +16.9% |
| 3M | -35.3% | -38.5% | +3.3% | -21.2% |
| 6M | -42.8% | -42.3% | -0.5% | -30.5% |
| YTD | -59.7% | +17.1% | -76.8% | -67.8% |
| 1Y | -55.4% | +14.4% | -69.7% | -64.0% |
| 3Y | +592.0% | +486.7% | +105.3% | +98.7% |
| 5Y | +175.7% | +1,083.7% | -908.0% | -52.2% |
| All | +316.8% | +1,287.2% | -970.4% | -30.2% |
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