+122.9%
FIX vs A
+21.7%
+101.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +6.0% | -1.9% | +8.0% | +6.5% |
| 30D | -7.2% | +6.9% | -14.2% | -8.6% |
| 3M | -15.9% | +9.2% | -25.1% | -17.8% |
| 6M | +12.7% | +25.7% | -12.9% | +6.0% |
| YTD | +72.8% | +11.5% | +61.3% | +69.4% |
| 1Y | +122.9% | +18.4% | +104.5% | +118.6% |
| All | +122.9% | +21.7% | +101.2% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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