+6,242.1%
FIX vs AMC
-97.4%
+6,339.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.3% | -22.4% | -15.3% |
| 7D | -18.9% | +17.7% | -36.6% | -19.4% |
| 30D | -36.3% | +26.2% | -62.5% | -36.8% |
| 3M | -38.5% | +31.3% | -69.9% | -39.2% |
| 6M | -42.3% | +142.8% | -185.0% | -44.4% |
| YTD | +17.1% | +125.6% | -108.5% | +12.7% |
| 1Y | +14.4% | +40.2% | -25.8% | +11.8% |
| 3Y | +486.7% | -67.2% | +553.8% | +489.7% |
| 5Y | +1,083.7% | -99.1% | +1,182.9% | +1,177.5% |
| 10Y | +3,932.4% | -98.5% | +4,031.0% | +3,992.8% |
| All | +6,242.1% | -97.4% | +6,339.6% | +5,181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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