+2,105.4%
FIX vs AA
+10.5%
+2,095.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.2% |
| 30D | -7.2% | +5.0% | -12.2% | -8.7% |
| 3M | -15.9% | -35.8% | +20.0% | -6.4% |
| 6M | +12.7% | -18.4% | +31.1% | +17.1% |
| YTD | +72.8% | -5.5% | +78.3% | +72.6% |
| 1Y | +122.9% | +61.0% | +61.9% | +94.5% |
| 3Y | +774.3% | +66.2% | +708.1% | +635.5% |
| All | +2,105.4% | +10.5% | +2,095.0% | +1,788.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling