+624.3%
ADI vs ADM
+177.3%
+447.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | +2.6% | +1.4% | +1.3% | +2.0% |
| 30D | -4.6% | +8.2% | -12.8% | -7.9% |
| 3M | -9.5% | +8.7% | -18.2% | -13.1% |
| 6M | +14.8% | +29.1% | -14.2% | +2.0% |
| YTD | +35.8% | +53.7% | -17.8% | +11.5% |
| 1Y | +48.9% | +43.2% | +5.7% | +25.3% |
| 3Y | +115.6% | +21.4% | +94.2% | +88.8% |
| 5Y | +135.1% | +67.1% | +68.0% | +64.3% |
| All | +624.3% | +177.3% | +447.0% | +265.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling