+4,379.2%
ADI vs FIX
+12,471.5%
-8,092.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | +0.4% | +6.0% | -5.6% | -1.1% |
| 30D | -3.8% | -7.2% | +3.4% | -2.1% |
| 3M | -15.3% | -15.9% | +0.6% | -11.7% |
| 6M | +6.7% | +12.7% | -6.1% | +2.9% |
| YTD | +34.8% | +72.8% | -38.0% | +16.2% |
| 1Y | +49.0% | +122.9% | -73.9% | +19.2% |
| 3Y | +108.1% | +774.3% | -666.2% | +12.7% |
| 5Y | +142.4% | +2,049.5% | -1,907.0% | +4.0% |
| 10Y | +589.9% | +5,821.5% | -5,231.5% | +121.3% |
| All | +4,379.2% | +12,471.5% | -8,092.3% | +745.1% |
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