+420.4%
FIX vs AG
+214.1%
+206.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.2% | -8.3% | -10.9% |
| 7D | -27.2% | -2.9% | -24.4% | -27.0% |
| 30D | -46.9% | -15.1% | -31.8% | -45.1% |
| 3M | -44.4% | -15.4% | -29.0% | -42.9% |
| 6M | -50.9% | -21.9% | -29.0% | -49.1% |
| YTD | +3.5% | -10.4% | +14.0% | +3.8% |
| 1Y | -2.1% | +39.8% | -41.9% | -9.7% |
| All | +420.4% | +214.1% | +206.3% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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