+6.5%
FIX vs A
+20.8%
-14.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +5.0% |
| 7D | -17.5% | -0.1% | -17.4% | -17.4% |
| 30D | -41.6% | +3.4% | -44.9% | -41.7% |
| 3M | -40.6% | +23.8% | -64.4% | -43.0% |
| 6M | -49.4% | +49.0% | -98.4% | -53.6% |
| YTD | +9.2% | +29.4% | -20.2% | +4.2% |
| 1Y | +6.5% | +19.4% | -12.9% | +8.6% |
| All | +6.5% | +20.8% | -14.3% | +8.6% |
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