+12,471.5%
FIX vs ALL
+1,274.2%
+11,197.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -7.2% | -1.5% | -5.8% | -7.0% |
| 3M | -15.9% | +23.6% | -39.5% | -24.0% |
| 6M | +12.7% | +22.3% | -9.6% | +2.0% |
| YTD | +72.8% | +26.5% | +46.3% | +53.1% |
| 1Y | +122.9% | +27.0% | +95.9% | +96.1% |
| 3Y | +774.3% | +149.6% | +624.7% | +466.5% |
| 5Y | +2,049.5% | +118.1% | +1,931.4% | +1,345.2% |
| 10Y | +5,821.5% | +369.0% | +5,452.5% | +2,871.5% |
| All | +12,471.5% | +1,274.2% | +11,197.3% | +4,258.1% |
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