+332.5%
FIX vs AS
+133.7%
+198.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -10.9% |
| 7D | -27.2% | +7.1% | -34.4% | -29.0% |
| 30D | -46.9% | +12.8% | -59.7% | -49.1% |
| 3M | -44.4% | -14.7% | -29.7% | -42.0% |
| 6M | -50.9% | -9.9% | -41.0% | -50.1% |
| YTD | +3.5% | -16.1% | +19.7% | +7.3% |
| 1Y | -2.1% | +0.2% | -2.3% | -4.1% |
| All | +332.5% | +133.7% | +198.7% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling