+41,876.5%
ADI vs ADM
+1,583.8%
+40,292.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.3% | +1.7% | +3.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.7% | -11.8% | +12.5% | +4.4% |
| 3M | +6.5% | -11.3% | +17.8% | +9.9% |
| 6M | -2.7% | -10.0% | +7.4% | -0.3% |
| YTD | +52.2% | +25.9% | +26.3% | +39.8% |
| 1Y | +77.5% | +26.7% | +50.8% | +62.5% |
| 3Y | +148.8% | +8.1% | +140.6% | +132.8% |
| 5Y | +142.9% | +23.5% | +119.4% | +114.9% |
| 10Y | +653.2% | +128.2% | +525.0% | +447.6% |
| All | +41,876.5% | +1,583.8% | +40,292.6% | +14,713.8% |
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