-50.9%
FIX vs ADM
-6.4%
-44.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.8% |
| 7D | -27.2% | -7.5% | -19.7% | -28.9% |
| 30D | -46.9% | -14.3% | -32.6% | -48.9% |
| 3M | -44.4% | -8.6% | -35.8% | -46.4% |
| 6M | -50.9% | -9.9% | -41.0% | -52.8% |
| All | -50.9% | -6.4% | -44.5% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling