-50.9%
FIX vs ADP
+48.3%
-99.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.2% | -12.8% | -9.9% |
| 7D | -27.2% | +7.4% | -34.6% | -19.1% |
| 30D | -46.9% | +17.1% | -64.0% | -33.6% |
| 3M | -44.4% | +14.4% | -58.9% | -31.8% |
| 6M | -50.9% | +47.9% | -98.8% | -16.0% |
| All | -50.9% | +48.3% | -99.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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