+72.2%
ADI vs FIX
+14.0%
+58.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.9% | +4.8% |
| 7D | -4.4% | -7.2% | +2.8% | -2.3% |
| 30D | -2.8% | -35.1% | +32.3% | +13.3% |
| 3M | +1.5% | -34.3% | +35.8% | +17.3% |
| 6M | -4.7% | -42.9% | +38.2% | +15.7% |
| YTD | +46.8% | +19.5% | +27.4% | +49.3% |
| All | +72.2% | +14.0% | +58.2% | +77.2% |
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