+13,674.7%
FIX vs A
+535.2%
+13,139.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.0% | -8.5% | -10.6% |
| 7D | -27.2% | -5.2% | -22.1% | -25.9% |
| 30D | -46.9% | +1.4% | -48.4% | -47.1% |
| 3M | -44.4% | +21.9% | -66.3% | -47.8% |
| 6M | -50.9% | +46.7% | -97.6% | -56.9% |
| YTD | +3.5% | +27.2% | -23.7% | -5.2% |
| 1Y | -2.1% | +17.9% | -20.0% | -8.1% |
| 3Y | +418.7% | +61.1% | +357.6% | +338.4% |
| 5Y | +894.6% | +13.8% | +880.7% | +823.9% |
| 10Y | +3,465.5% | +318.8% | +3,146.7% | +2,181.0% |
| All | +13,674.7% | +535.2% | +13,139.4% | +6,775.1% |
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