+13,507.3%
GOOGL vs FIX
+30,011.3%
-16,504.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -2.3% | +6.0% | -8.3% | -3.6% |
| 30D | -6.6% | -7.2% | +0.7% | -5.3% |
| 3M | -8.9% | -15.9% | +6.9% | -6.5% |
| 6M | +11.9% | +12.7% | -0.9% | +6.7% |
| YTD | +8.3% | +72.8% | -64.4% | -7.1% |
| 1Y | +46.2% | +122.9% | -76.7% | +17.2% |
| 3Y | +151.9% | +774.3% | -622.5% | +37.6% |
| 5Y | +137.7% | +2,049.5% | -1,911.8% | +2.9% |
| 10Y | +757.6% | +5,821.5% | -5,063.9% | +168.4% |
| All | +13,507.3% | +30,011.3% | -16,504.0% | +2,398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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