+3,644.4%
FIX vs ADM
+100.5%
+3,544.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -13.9% | -1.8% | -12.1% | -13.3% |
| 30D | -35.5% | -13.3% | -22.3% | -32.1% |
| 3M | -33.9% | -13.4% | -20.6% | -30.8% |
| 6M | -43.3% | -9.6% | -33.7% | -42.1% |
| YTD | +18.7% | +23.0% | -4.4% | +5.1% |
| 1Y | +13.8% | +27.4% | -13.6% | -1.2% |
| 3Y | +495.0% | +5.7% | +489.3% | +431.5% |
| 5Y | +1,049.0% | +22.1% | +1,027.0% | +763.4% |
| 10Y | +3,644.4% | +106.0% | +3,538.5% | +1,681.9% |
| All | +3,644.4% | +100.5% | +3,544.0% | +1,681.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling