-2.1%
FIX vs AS
0.0%
-2.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -41.4% |
| 6M | -50.9% | -9.9% | -41.0% | -50.0% |
| YTD | +3.5% | -16.1% | +19.7% | +5.6% |
| 1Y | -2.1% | +0.2% | -2.3% | -7.1% |
| All | -2.1% | 0.0% | -2.1% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling