+122.9%
FIX vs AR
+22.7%
+100.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +6.0% | +2.5% | +3.5% | +6.1% |
| 30D | -7.2% | +14.8% | -22.0% | -6.9% |
| 3M | -15.9% | +6.2% | -22.1% | -15.1% |
| 6M | +12.7% | +4.3% | +8.5% | +12.8% |
| YTD | +72.8% | +14.4% | +58.4% | +68.6% |
| 1Y | +122.9% | +21.3% | +101.6% | +115.7% |
| All | +122.9% | +22.7% | +100.2% | +115.7% |
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