+433.9%
BA vs FIX
+8,419.6%
-7,985.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.1% | +17.2% | +5.4% |
| 7D | +5.9% | -18.9% | +24.8% | +10.2% |
| 30D | -8.2% | -36.3% | +28.1% | +0.2% |
| 3M | -25.4% | -38.5% | +13.1% | -18.2% |
| 6M | -20.0% | -42.3% | +22.2% | -12.0% |
| YTD | -18.5% | +17.1% | -35.6% | -24.1% |
| 1Y | -10.6% | +14.4% | -25.0% | -16.8% |
| 3Y | -9.3% | +486.7% | -495.9% | -44.8% |
| 5Y | -16.9% | +1,083.7% | -1,100.6% | -57.4% |
| 10Y | +37.9% | +3,932.4% | -3,894.6% | -45.3% |
| All | +433.9% | +8,419.6% | -7,985.7% | +48.2% |
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 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