+141.2%
ADI vs FIX
+2,061.9%
-1,920.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.0% |
| 7D | +0.4% | +6.0% | -5.6% | -1.4% |
| 30D | -3.8% | -7.2% | +3.4% | -1.7% |
| 3M | -15.3% | -15.9% | +0.6% | -10.8% |
| 6M | +6.7% | +12.7% | -6.1% | +2.3% |
| YTD | +34.8% | +72.8% | -38.0% | +13.0% |
| 1Y | +49.0% | +122.9% | -73.9% | +13.7% |
| 3Y | +108.1% | +774.3% | -666.2% | -10.3% |
| All | +141.2% | +2,061.9% | -1,920.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling