+17.2%
ARM vs FIX
+13.3%
+3.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -10.4% | -13.9% | +3.6% | -2.3% |
| 30D | -31.8% | -35.5% | +3.7% | -11.3% |
| 3M | -32.2% | -33.9% | +1.7% | -13.5% |
| 6M | -14.9% | -43.3% | +28.4% | +18.3% |
| YTD | +66.0% | +18.7% | +47.4% | +61.3% |
| 1Y | +17.2% | +13.8% | +3.4% | +15.7% |
| All | +17.2% | +13.3% | +3.9% | +15.7% |
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 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