+12,471.5%
FIX vs ADM
+821.2%
+11,650.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +3.8% | +2.3% | +4.7% |
| 30D | -7.2% | +9.8% | -17.0% | -10.3% |
| 3M | -15.9% | +2.1% | -18.0% | -16.9% |
| 6M | +12.7% | +27.5% | -14.8% | +2.9% |
| YTD | +72.8% | +50.2% | +22.6% | +48.9% |
| 1Y | +122.9% | +40.6% | +82.3% | +95.1% |
| 3Y | +774.3% | +17.2% | +757.1% | +680.3% |
| 5Y | +2,049.5% | +61.9% | +1,987.6% | +1,578.8% |
| 10Y | +5,821.5% | +159.3% | +5,662.2% | +3,818.7% |
| All | +12,471.5% | +821.2% | +11,650.3% | +5,883.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling