+1,027.6%
FIX vs ADM
+26.4%
+1,001.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.7% |
| 7D | +9.4% | +4.2% | +5.2% | +9.0% |
| 30D | -27.8% | -12.8% | -14.9% | -26.8% |
| 3M | -35.6% | -8.5% | -27.1% | -35.2% |
| 6M | -45.2% | -10.9% | -34.3% | -44.8% |
| YTD | +19.5% | +29.4% | -9.9% | +14.2% |
| 1Y | +24.2% | +27.5% | -3.3% | +19.0% |
| 3Y | +494.2% | +10.3% | +483.8% | +482.5% |
| All | +1,027.6% | +26.4% | +1,001.2% | +929.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling