+41,898.0%
ADI vs ADM
+1,585.0%
+40,313.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +13.4% | +0.7% | +12.7% | +13.1% |
| 30D | -1.3% | -14.7% | +13.4% | +3.4% |
| 3M | +6.8% | -10.4% | +17.2% | +9.8% |
| 6M | -1.9% | -10.9% | +9.0% | +0.8% |
| YTD | +52.3% | +26.0% | +26.3% | +39.8% |
| 1Y | +71.6% | +26.5% | +45.2% | +57.2% |
| 3Y | +148.9% | +8.2% | +140.7% | +132.9% |
| 5Y | +140.8% | +24.0% | +116.8% | +112.8% |
| 10Y | +653.6% | +128.4% | +525.2% | +447.8% |
| All | +41,898.0% | +1,585.0% | +40,313.0% | +14,718.2% |
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 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