+296.4%
ARM vs FIX
+757.4%
-461.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +2.8% |
| 7D | +5.5% | +6.0% | -0.6% | +1.8% |
| 30D | -8.2% | -7.2% | -0.9% | -4.2% |
| 3M | -35.9% | -15.9% | -20.1% | -28.7% |
| 6M | +103.1% | +12.7% | +90.4% | +88.4% |
| YTD | +130.6% | +72.8% | +57.8% | +64.6% |
| 1Y | +86.1% | +122.9% | -36.8% | +10.9% |
| All | +296.4% | +757.4% | -461.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling