+540.2%
BA vs FIX
+12,471.5%
-11,931.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | +1.2% | +6.0% | -4.9% | -0.2% |
| 30D | -11.6% | -7.2% | -4.4% | -10.4% |
| 3M | -2.4% | -15.9% | +13.5% | +0.3% |
| 6M | -6.6% | +12.7% | -19.4% | -10.6% |
| YTD | -2.2% | +72.8% | -75.0% | -15.4% |
| 1Y | -8.0% | +122.9% | -130.9% | -25.6% |
| 3Y | -5.0% | +774.3% | -779.3% | -46.5% |
| 5Y | -2.7% | +2,049.5% | -2,052.2% | -55.7% |
| 10Y | +75.9% | +5,821.5% | -5,745.6% | -35.2% |
| All | +540.2% | +12,471.5% | -11,931.3% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling