+14.4%
FIX vs AR
+14.7%
-0.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.3% | -8.8% | -15.4% |
| 7D | -18.9% | -11.1% | -7.8% | -19.7% |
| 30D | -36.3% | +7.9% | -44.2% | -35.4% |
| 3M | -38.5% | +4.9% | -43.4% | -37.8% |
| 6M | -42.3% | -5.3% | -37.0% | -41.4% |
| YTD | +17.1% | +8.6% | +8.5% | +15.1% |
| 1Y | +14.4% | +13.7% | +0.7% | +10.1% |
| All | +14.4% | +14.7% | -0.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling