+86.1%
ARM vs FIX
+128.3%
-42.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.9% |
| 7D | +5.5% | +6.0% | -0.6% | +2.1% |
| 30D | -8.2% | -7.2% | -0.9% | -4.5% |
| 3M | -35.9% | -15.9% | -20.1% | -29.7% |
| 6M | +103.1% | +12.7% | +90.4% | +94.3% |
| YTD | +130.6% | +72.8% | +57.8% | +84.2% |
| 1Y | +86.1% | +122.9% | -36.8% | +34.1% |
| All | +86.1% | +128.3% | -42.2% | +34.1% |
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