+19.3%
ARM vs FIX
+14.3%
+5.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -15.1% | +9.8% | +3.8% |
| 7D | -18.7% | -18.9% | +0.2% | -8.1% |
| 30D | -36.7% | -36.3% | -0.4% | -17.4% |
| 3M | -31.6% | -38.5% | +6.9% | -9.2% |
| 6M | -5.6% | -42.3% | +36.6% | +30.3% |
| YTD | +75.5% | +17.1% | +58.4% | +71.7% |
| 1Y | +19.3% | +14.4% | +4.9% | +17.5% |
| All | +19.3% | +14.3% | +5.1% | +17.5% |
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 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