+389.1%
FIX vs AS
+139.2%
+249.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.1% | -20.2% | -16.6% |
| 7D | -18.9% | +13.8% | -32.7% | -22.5% |
| 30D | -36.3% | +16.7% | -53.0% | -39.6% |
| 3M | -38.5% | -11.5% | -27.0% | -36.6% |
| 6M | -42.3% | -5.5% | -36.8% | -42.2% |
| YTD | +17.1% | -14.2% | +31.3% | +20.4% |
| 1Y | +14.4% | +2.1% | +12.3% | +11.3% |
| All | +389.1% | +139.2% | +249.9% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling