+14.5%
FIX vs ADM
+26.0%
-11.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.4% |
| 7D | -7.2% | -7.8% | +0.6% | -7.9% |
| 30D | -35.1% | -12.6% | -22.5% | -35.7% |
| 3M | -34.3% | -8.2% | -26.0% | -35.3% |
| 6M | -42.9% | -8.9% | -34.0% | -43.9% |
| YTD | +19.5% | +24.0% | -4.5% | +19.2% |
| All | +14.5% | +26.0% | -11.5% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling