+3,759.0%
FIX vs ADM
+118.6%
+3,640.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.7% | +4.1% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | -29.1% | -11.8% | -17.3% | -25.7% |
| 3M | -31.1% | -11.3% | -19.9% | -28.5% |
| 6M | -42.8% | -10.0% | -32.8% | -41.4% |
| YTD | +24.6% | +25.9% | -1.3% | +9.2% |
| 1Y | +21.9% | +26.7% | -4.7% | +6.2% |
| 3Y | +524.9% | +8.1% | +516.8% | +452.3% |
| 5Y | +1,092.2% | +23.5% | +1,068.7% | +789.6% |
| 10Y | +3,759.0% | +128.2% | +3,630.8% | +1,663.7% |
| All | +3,759.0% | +118.6% | +3,640.5% | +1,663.7% |
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