+948.1%
FIX vs ADM
+24.5%
+923.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.5% |
| 7D | -17.5% | -9.0% | -8.4% | -16.7% |
| 30D | -41.6% | -14.0% | -27.6% | -40.7% |
| 3M | -40.6% | -9.2% | -31.4% | -40.3% |
| 6M | -49.4% | -9.2% | -40.2% | -49.2% |
| YTD | +9.2% | +24.2% | -15.0% | +4.8% |
| 1Y | +6.5% | +27.0% | -20.5% | +1.8% |
| 3Y | +448.7% | +6.6% | +442.1% | +438.8% |
| All | +948.1% | +24.5% | +923.6% | +833.8% |
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 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