-2.7%
ADI vs ADM
-8.0%
+5.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +4.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.7% | -11.8% | +12.5% | +0.3% |
| 3M | +6.5% | -11.3% | +17.8% | +5.2% |
| 6M | -2.7% | -10.0% | +7.4% | -5.1% |
| All | -2.7% | -8.0% | +5.3% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling