+174.6%
ARM vs FIX
+441.8%
-267.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +1.4% |
| 7D | -15.2% | -17.5% | +2.2% | -5.2% |
| 30D | -40.7% | -41.6% | +0.9% | -18.4% |
| 3M | -39.1% | -40.6% | +1.5% | -17.3% |
| 6M | -26.4% | -49.4% | +23.0% | +9.8% |
| YTD | +59.7% | +9.2% | +50.6% | +49.5% |
| 1Y | +10.3% | +6.5% | +3.9% | +4.0% |
| 3Y | +228.9% | +448.7% | -219.9% | +0.3% |
| All | +174.6% | +441.8% | -267.1% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling