+7,433.0%
FIX vs AA
+25.0%
+7,408.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.3% | -6.3% | -10.0% |
| 7D | -27.2% | -3.7% | -23.6% | -26.4% |
| 30D | -46.9% | -10.8% | -36.1% | -45.0% |
| 3M | -44.4% | -19.1% | -25.3% | -41.0% |
| 6M | -50.9% | -38.7% | -12.2% | -43.8% |
| YTD | +3.5% | -27.1% | +30.7% | +11.4% |
| 1Y | -2.1% | +8.3% | -10.4% | -6.5% |
| 3Y | +418.7% | +49.6% | +369.2% | +329.3% |
| 5Y | +894.6% | -15.5% | +910.0% | +782.9% |
| 10Y | +3,465.5% | +60.9% | +3,404.6% | +2,042.8% |
| All | +7,433.0% | +25.0% | +7,408.1% | +3,472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling