+142.9%
ADI vs ADM
+24.7%
+118.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.7% | -11.8% | +12.5% | +3.7% |
| 3M | +6.5% | -11.3% | +17.8% | +9.1% |
| 6M | -2.7% | -10.0% | +7.4% | -0.8% |
| YTD | +52.2% | +25.9% | +26.3% | +40.4% |
| 1Y | +77.5% | +26.7% | +50.8% | +63.3% |
| 3Y | +148.8% | +8.1% | +140.6% | +131.2% |
| 5Y | +142.9% | +23.5% | +119.4% | +113.2% |
| All | +142.9% | +24.7% | +118.1% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling