+636.4%
ADI vs FIX
+5,928.8%
-5,292.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +2.6% | +3.5% | -0.9% | +1.5% |
| 30D | -4.6% | -3.5% | -1.1% | -3.7% |
| 3M | -9.5% | -11.8% | +2.3% | -6.2% |
| 6M | +14.8% | +17.8% | -2.9% | +8.2% |
| YTD | +35.8% | +73.3% | -37.5% | +12.3% |
| 1Y | +48.9% | +128.1% | -79.2% | +11.0% |
| 3Y | +115.6% | +772.7% | -657.1% | -5.9% |
| 5Y | +135.1% | +2,166.4% | -2,031.3% | -28.2% |
| 10Y | +636.4% | +6,034.5% | -5,398.0% | +73.1% |
| All | +636.4% | +5,928.8% | -5,292.4% | +73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling