+7,433.0%
FIX vs ADM
+667.2%
+6,765.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.5% | -11.1% | -11.4% |
| 7D | -27.2% | -7.5% | -19.7% | -25.5% |
| 30D | -46.9% | -14.3% | -32.6% | -44.4% |
| 3M | -44.4% | -8.6% | -35.8% | -43.3% |
| 6M | -50.9% | -9.9% | -41.0% | -49.9% |
| YTD | +3.5% | +25.1% | -21.6% | -5.8% |
| 1Y | -2.1% | +28.8% | -31.0% | -12.1% |
| 3Y | +418.7% | +6.9% | +411.9% | +373.6% |
| 5Y | +894.6% | +25.9% | +868.7% | +741.3% |
| 10Y | +3,465.5% | +101.7% | +3,363.8% | +2,449.1% |
| All | +7,433.0% | +667.2% | +6,765.8% | +3,685.3% |
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