+114.3%
ADI vs FIX
+933.9%
-819.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -1.1% |
| 7D | -12.8% | -17.5% | +4.6% | -7.5% |
| 30D | -11.3% | -41.6% | +30.2% | +4.7% |
| 3M | -3.4% | -40.6% | +37.2% | +13.2% |
| 6M | -12.0% | -49.4% | +37.3% | +8.0% |
| YTD | +35.3% | +9.2% | +26.1% | +30.5% |
| 1Y | +58.1% | +6.5% | +51.6% | +53.1% |
| 3Y | +127.4% | +448.7% | -321.4% | +12.3% |
| All | +114.3% | +933.9% | -819.6% | -26.5% |
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