-10.6%
BA vs FIX
+14.3%
-24.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.1% | +17.2% | +3.7% |
| 7D | +5.9% | -18.9% | +24.8% | +8.1% |
| 30D | -8.2% | -36.3% | +28.1% | -3.0% |
| 3M | -25.4% | -38.5% | +13.1% | -21.0% |
| 6M | -20.0% | -42.3% | +22.2% | -15.3% |
| YTD | -18.5% | +17.1% | -35.6% | -20.6% |
| 1Y | -10.6% | +14.4% | -25.0% | -13.4% |
| All | -10.6% | +14.3% | -24.9% | -13.4% |
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