+3,653.2%
FIX vs ADM
+98.0%
+3,555.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.7% |
| 7D | -17.5% | -9.0% | -8.4% | -14.6% |
| 30D | -41.6% | -14.0% | -27.6% | -38.3% |
| 3M | -40.6% | -9.2% | -31.4% | -39.1% |
| 6M | -49.4% | -9.2% | -40.2% | -48.4% |
| YTD | +9.2% | +24.2% | -15.0% | -3.5% |
| 1Y | +6.5% | +27.0% | -20.5% | -7.3% |
| 3Y | +448.7% | +6.6% | +442.1% | +389.4% |
| 5Y | +948.7% | +25.0% | +923.8% | +680.0% |
| All | +3,653.2% | +98.0% | +3,555.2% | +1,684.3% |
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