+16.3%
FIX vs AR
+10.2%
+6.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | +17.0% | +6.4% | +10.6% | +17.1% |
| 30D | -30.6% | +3.1% | -33.7% | -30.2% |
| 3M | -35.0% | +3.3% | -38.3% | -34.6% |
| 6M | -44.0% | +6.6% | -50.5% | -43.1% |
| YTD | +21.1% | +12.3% | +8.8% | +18.5% |
| 1Y | +16.3% | +12.3% | +3.9% | +14.4% |
| All | +16.3% | +10.2% | +6.1% | +14.4% |
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