+1,530.7%
ADM vs ALL
+3,667.9%
-2,137.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +3.8% | 0.0% | +3.7% | +3.7% |
| 30D | +9.8% | -1.5% | +11.2% | +10.2% |
| 3M | +2.1% | +23.6% | -21.5% | -5.3% |
| 6M | +27.5% | +22.3% | +5.2% | +18.3% |
| YTD | +50.2% | +26.5% | +23.7% | +37.3% |
| 1Y | +40.6% | +27.0% | +13.6% | +28.0% |
| 3Y | +17.2% | +149.6% | -132.3% | -16.9% |
| 5Y | +61.9% | +118.1% | -56.2% | +18.1% |
| 10Y | +159.3% | +369.0% | -209.7% | +45.6% |
| All | +1,530.7% | +3,667.9% | -2,137.1% | +447.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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