+630.6%
ADI vs FIX
+4,032.2%
-3,401.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.9% | +5.4% |
| 7D | -4.4% | -7.2% | +2.8% | -2.3% |
| 30D | -2.8% | -35.1% | +32.3% | +11.3% |
| 3M | +1.5% | -34.3% | +35.8% | +15.5% |
| 6M | -4.7% | -42.9% | +38.2% | +13.1% |
| YTD | +46.8% | +19.5% | +27.4% | +35.8% |
| 1Y | +74.9% | +16.8% | +58.1% | +62.2% |
| 3Y | +147.4% | +506.7% | -359.3% | +18.9% |
| 5Y | +131.9% | +1,046.7% | -914.8% | -14.3% |
| 10Y | +630.6% | +3,800.0% | -3,169.4% | +80.8% |
| All | +630.6% | +4,032.2% | -3,401.6% | +80.8% |
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