+4,395.4%
ADI vs FIX
+7,843.3%
-3,448.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.7% |
| 7D | -12.8% | -17.5% | +4.6% | -8.7% |
| 30D | -11.3% | -41.6% | +30.2% | +1.1% |
| 3M | -3.4% | -40.6% | +37.2% | +9.5% |
| 6M | -12.0% | -49.4% | +37.3% | +3.6% |
| YTD | +35.3% | +9.2% | +26.1% | +30.3% |
| 1Y | +58.1% | +6.5% | +51.6% | +52.9% |
| 3Y | +127.4% | +448.7% | -321.4% | +38.4% |
| 5Y | +114.6% | +948.7% | -834.1% | +9.7% |
| 10Y | +589.3% | +3,659.7% | -3,070.4% | +147.8% |
| All | +4,395.4% | +7,843.3% | -3,448.0% | +848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling