+79.3%
ADI vs FIX
+14.3%
+65.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -15.1% | +11.9% | +2.4% |
| 7D | -5.1% | -18.9% | +13.8% | +2.0% |
| 30D | -3.1% | -36.3% | +33.2% | +13.8% |
| 3M | +7.1% | -38.5% | +45.7% | +27.1% |
| 6M | +2.9% | -42.3% | +45.2% | +24.8% |
| YTD | +51.1% | +17.1% | +34.0% | +53.1% |
| 1Y | +79.3% | +14.4% | +64.9% | +82.6% |
| All | +79.3% | +14.3% | +65.0% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling