+621.7%
FIX vs AS
+120.4%
+501.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.8% |
| 7D | +6.0% | -4.9% | +10.9% | +7.6% |
| 30D | -7.2% | -19.6% | +12.4% | -1.0% |
| 3M | -15.9% | -14.4% | -1.5% | -12.5% |
| 6M | +12.7% | -20.1% | +32.9% | +19.6% |
| YTD | +72.8% | -20.9% | +93.7% | +83.1% |
| 1Y | +122.9% | -21.9% | +144.8% | +136.3% |
| All | +621.7% | +120.4% | +501.3% | +479.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling