+5,892.0%
FIX vs ADM
+159.1%
+5,732.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +3.8% | +2.3% | +4.4% |
| 30D | -7.2% | +9.8% | -17.0% | -11.0% |
| 3M | -15.9% | +2.1% | -18.0% | -17.1% |
| 6M | +12.7% | +27.5% | -14.8% | +0.4% |
| YTD | +72.8% | +50.2% | +22.6% | +43.0% |
| 1Y | +122.9% | +40.6% | +82.3% | +88.2% |
| 3Y | +774.3% | +17.2% | +757.1% | +674.1% |
| 5Y | +2,049.5% | +61.9% | +1,987.6% | +1,329.5% |
| All | +5,892.0% | +159.1% | +5,732.9% | +2,604.7% |
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