+22,887.9%
FIX vs A
+457.0%
+22,430.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +6.0% | -1.9% | +8.0% | +6.7% |
| 30D | -7.2% | +6.9% | -14.2% | -9.3% |
| 3M | -15.9% | +9.2% | -25.1% | -18.4% |
| 6M | +12.7% | +25.7% | -12.9% | +3.9% |
| YTD | +72.8% | +11.5% | +61.3% | +64.8% |
| 1Y | +122.9% | +18.4% | +104.5% | +108.6% |
| 3Y | +774.3% | +26.6% | +747.7% | +694.9% |
| 5Y | +2,049.5% | -12.8% | +2,062.3% | +2,064.4% |
| 10Y | +5,821.5% | +247.2% | +5,574.3% | +3,902.1% |
| All | +22,887.9% | +457.0% | +22,430.8% | +11,854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling