+8,419.6%
FIX vs ALL
+1,324.5%
+7,095.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.9% | -18.0% | -16.2% |
| 7D | -18.9% | +7.5% | -26.4% | -21.4% |
| 30D | -36.3% | +19.7% | -56.0% | -40.9% |
| 3M | -38.5% | +2.9% | -41.4% | -39.9% |
| 6M | -42.3% | +23.5% | -65.8% | -48.3% |
| YTD | +17.1% | +31.1% | -14.0% | +1.5% |
| 1Y | +14.4% | +40.5% | -26.1% | -3.8% |
| 3Y | +486.7% | +117.1% | +369.6% | +301.7% |
| 5Y | +1,083.7% | +158.6% | +925.1% | +636.5% |
| 10Y | +3,932.4% | +402.4% | +3,530.1% | +1,857.1% |
| All | +8,419.6% | +1,324.5% | +7,095.1% | +2,789.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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