+14.5%
FIX vs A
+23.5%
-9.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +8.5% |
| 7D | -7.2% | +4.8% | -12.0% | -8.3% |
| 30D | -35.1% | +5.6% | -40.8% | -35.7% |
| 3M | -34.3% | +23.6% | -57.9% | -37.1% |
| 6M | -42.9% | +56.4% | -99.3% | -48.5% |
| YTD | +19.5% | +33.4% | -14.0% | +13.0% |
| All | +14.5% | +23.5% | -9.0% | +15.2% |
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