+47.7%
ADI vs FIX
+132.0%
-84.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +2.4% | +6.1% | -3.6% | +0.5% |
| 30D | -6.6% | -2.7% | -3.9% | -6.0% |
| 3M | -9.8% | -10.9% | +1.1% | -6.6% |
| 6M | +15.7% | +29.0% | -13.3% | +11.3% |
| YTD | +35.1% | +76.9% | -41.8% | +25.2% |
| 1Y | +47.7% | +130.7% | -83.0% | +34.7% |
| All | +47.7% | +132.0% | -84.3% | +34.7% |
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 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