+7,433.0%
FIX vs ALL
+1,312.1%
+6,121.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.7% | -11.2% |
| 7D | -27.2% | +4.2% | -31.5% | -28.6% |
| 30D | -46.9% | +18.9% | -65.8% | -50.6% |
| 3M | -44.4% | +1.2% | -45.6% | -45.3% |
| 6M | -50.9% | +23.2% | -74.1% | -56.0% |
| YTD | +3.5% | +30.0% | -26.5% | -9.9% |
| 1Y | -2.1% | +39.6% | -41.7% | -17.5% |
| 3Y | +418.7% | +115.2% | +303.5% | +256.5% |
| 5Y | +894.6% | +156.2% | +738.3% | +521.2% |
| 10Y | +3,465.5% | +398.0% | +3,067.5% | +1,637.0% |
| All | +7,433.0% | +1,312.1% | +6,121.0% | +2,464.6% |
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