+4.1%
ARM vs FIX
+0.4%
+3.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -11.6% | -1.5% | -5.8% |
| 7D | -27.1% | -27.2% | +0.1% | -11.5% |
| 30D | -44.9% | -46.9% | +2.0% | -19.0% |
| 3M | -39.3% | -44.4% | +5.1% | -13.7% |
| 6M | -20.2% | -50.9% | +30.7% | +21.9% |
| YTD | +52.5% | +3.5% | +49.0% | +61.3% |
| 1Y | +4.1% | -2.1% | +6.2% | +12.5% |
| All | +4.1% | +0.4% | +3.7% | +12.5% |
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