+640.7%
ADI vs FIX
+3,615.9%
-2,975.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.0% |
| 7D | +13.4% | +17.0% | -3.6% | +7.5% |
| 30D | -1.3% | -30.6% | +29.3% | +10.6% |
| 3M | +6.8% | -35.0% | +41.8% | +21.9% |
| 6M | -1.9% | -44.0% | +42.0% | +17.1% |
| YTD | +52.3% | +21.1% | +31.1% | +40.1% |
| 1Y | +71.6% | +16.3% | +55.4% | +59.4% |
| 3Y | +148.9% | +507.4% | -358.5% | +19.5% |
| 5Y | +140.8% | +1,052.1% | -911.3% | -11.3% |
| All | +640.7% | +3,615.9% | -2,975.2% | +81.7% |
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