+122.9%
FIX vs AA
+63.2%
+59.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.6% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | -7.2% | +5.0% | -12.2% | -9.2% |
| 3M | -15.9% | -35.8% | +20.0% | -3.8% |
| 6M | +12.7% | -18.4% | +31.1% | +17.5% |
| YTD | +72.8% | -5.5% | +78.3% | +69.6% |
| 1Y | +122.9% | +61.0% | +61.9% | +91.1% |
| All | +122.9% | +63.2% | +59.7% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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