-43.6%
INTC vs FIX
-40.9%
-2.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.4% | +2.3% | +4.3% |
| 7D | -14.4% | -17.5% | +3.0% | -5.3% |
| 30D | -50.2% | -41.6% | -8.7% | -33.2% |
| 3M | -43.6% | -40.6% | -3.0% | -25.3% |
| All | -43.6% | -40.9% | -2.8% | -25.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling