+777.0%
FIX vs ADM
+17.6%
+759.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +6.0% | +3.8% | +2.3% | +6.2% |
| 30D | -7.2% | +9.8% | -17.0% | -7.0% |
| 3M | -15.9% | +2.1% | -18.0% | -15.7% |
| 6M | +12.7% | +27.5% | -14.8% | +13.6% |
| YTD | +72.8% | +50.2% | +22.6% | +75.9% |
| 1Y | +122.9% | +40.6% | +82.3% | +126.6% |
| All | +777.0% | +17.6% | +759.4% | +824.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling