+777.0%
FIX vs AG
+260.2%
+516.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.3% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | -7.2% | +19.2% | -26.4% | -10.8% |
| 3M | -15.9% | +6.2% | -22.0% | -17.7% |
| 6M | +12.7% | -26.7% | +39.4% | +17.2% |
| YTD | +72.8% | +26.1% | +46.7% | +62.2% |
| 1Y | +122.9% | +131.7% | -8.8% | +86.6% |
| All | +777.0% | +260.2% | +516.8% | +545.6% |
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