+37,071.2%
ADI vs ADM
+1,908.9%
+35,162.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.4% | +3.8% | -3.3% | -0.8% |
| 30D | -3.8% | +9.8% | -13.5% | -6.8% |
| 3M | -15.3% | +2.1% | -17.4% | -16.1% |
| 6M | +6.7% | +27.5% | -20.8% | -1.8% |
| YTD | +34.8% | +50.2% | -15.4% | +17.7% |
| 1Y | +49.0% | +40.6% | +8.4% | +32.3% |
| 3Y | +108.1% | +17.2% | +90.8% | +90.6% |
| 5Y | +142.4% | +61.9% | +80.5% | +97.8% |
| 10Y | +589.9% | +159.3% | +430.6% | +382.1% |
| All | +37,071.2% | +1,908.9% | +35,162.3% | +12,373.9% |
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