+14.4%
FIX vs ADM
+29.8%
-15.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.3% | -15.4% | -15.0% |
| 7D | -18.9% | -8.3% | -10.6% | -19.6% |
| 30D | -36.3% | -14.1% | -22.2% | -37.0% |
| 3M | -38.5% | -10.7% | -27.8% | -39.3% |
| 6M | -42.3% | -5.9% | -36.4% | -43.1% |
| YTD | +17.1% | +25.8% | -8.7% | +20.6% |
| 1Y | +14.4% | +21.3% | -6.9% | +16.6% |
| All | +14.4% | +29.8% | -15.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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