+11,453.7%
GOOGL vs FIX
+20,579.5%
-9,125.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +2.6% | -13.9% | +16.6% | +5.4% |
| 30D | -18.3% | -35.5% | +17.3% | -10.7% |
| 3M | -19.6% | -33.9% | +14.4% | -13.2% |
| 6M | -28.2% | -43.3% | +15.1% | -20.7% |
| YTD | -8.0% | +18.7% | -26.7% | -15.3% |
| 1Y | -0.7% | +13.8% | -14.4% | -7.8% |
| 3Y | +118.8% | +495.0% | -376.1% | +29.1% |
| 5Y | +98.9% | +1,049.0% | -950.2% | -1.7% |
| 10Y | +643.6% | +3,644.4% | -3,000.8% | +156.2% |
| All | +11,453.7% | +20,579.5% | -9,125.8% | +2,177.4% |
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