+506.7%
FIX vs AA
+67.3%
+439.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +7.4% |
| 7D | -7.2% | +4.8% | -12.1% | -8.6% |
| 30D | -35.1% | -0.6% | -34.5% | -34.8% |
| 3M | -34.3% | -16.3% | -18.0% | -30.6% |
| 6M | -42.9% | -33.4% | -9.5% | -35.7% |
| YTD | +19.5% | -20.7% | +40.1% | +25.6% |
| 1Y | +16.8% | +12.9% | +3.8% | +9.4% |
| 3Y | +506.7% | +75.7% | +431.0% | +390.9% |
| All | +506.7% | +67.3% | +439.4% | +390.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling