+7,060.3%
FIX vs AR
-30.9%
+7,091.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.3% | -8.8% | -14.1% |
| 7D | -18.9% | -11.1% | -7.8% | -17.3% |
| 30D | -36.3% | +7.9% | -44.2% | -37.1% |
| 3M | -38.5% | +4.9% | -43.4% | -39.2% |
| 6M | -42.3% | -5.3% | -37.0% | -42.2% |
| YTD | +17.1% | +8.6% | +8.5% | +13.9% |
| 1Y | +14.4% | +13.7% | +0.7% | +10.3% |
| 3Y | +486.7% | +22.8% | +463.9% | +456.6% |
| 5Y | +1,083.7% | +82.0% | +1,001.8% | +929.5% |
| 10Y | +3,932.4% | +51.8% | +3,880.6% | +2,909.2% |
| All | +7,060.3% | -30.9% | +7,091.1% | +5,782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling