-12.7%
BA vs FIX
+0.4%
-13.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -11.6% | +9.0% | -1.3% |
| 7D | -0.1% | -27.2% | +27.2% | +3.1% |
| 30D | -9.1% | -46.9% | +37.8% | -1.9% |
| 3M | -28.2% | -44.4% | +16.2% | -23.2% |
| 6M | -23.1% | -50.9% | +27.8% | -17.0% |
| YTD | -20.6% | +3.5% | -24.1% | -21.9% |
| 1Y | -12.7% | -2.1% | -10.6% | -14.5% |
| All | -12.7% | +0.4% | -13.1% | -14.5% |
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