+3,800.0%
FIX vs ADM
+100.2%
+3,699.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -7.2% | -7.8% | +0.6% | -4.5% |
| 30D | -35.1% | -12.6% | -22.5% | -31.9% |
| 3M | -34.3% | -8.2% | -26.0% | -32.9% |
| 6M | -42.9% | -8.9% | -34.0% | -41.9% |
| YTD | +19.5% | +24.0% | -4.5% | +5.5% |
| 1Y | +16.8% | +26.2% | -9.4% | +1.9% |
| 3Y | +506.7% | +7.0% | +499.7% | +438.9% |
| 5Y | +1,046.7% | +24.9% | +1,021.8% | +750.2% |
| 10Y | +3,800.0% | +102.6% | +3,697.3% | +1,752.8% |
| All | +3,800.0% | +100.2% | +3,699.8% | +1,752.8% |
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