+122.9%
FIX vs AU
+100.5%
+22.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | +6.0% | -3.6% | +9.7% | +7.2% |
| 30D | -7.2% | +23.9% | -31.1% | -14.2% |
| 3M | -15.9% | +19.1% | -34.9% | -21.8% |
| 6M | +12.7% | -0.2% | +12.9% | +9.6% |
| YTD | +72.8% | +32.5% | +40.3% | +51.0% |
| 1Y | +122.9% | +96.9% | +25.9% | +64.1% |
| All | +122.9% | +100.5% | +22.4% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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