+176.6%
ADM vs ALM
+3,082.3%
-2,905.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.6% | +2.5% |
| 7D | +1.4% | +3.6% | -2.2% | +1.3% |
| 30D | +8.2% | +33.8% | -25.6% | +7.7% |
| 3M | +8.7% | +14.8% | -6.1% | +8.3% |
| 6M | +29.1% | -7.0% | +36.0% | +28.8% |
| YTD | +53.7% | +108.1% | -54.4% | +51.4% |
| 1Y | +43.2% | +313.8% | -270.5% | +39.5% |
| 3Y | +21.4% | +2,227.6% | -2,206.2% | +13.2% |
| 5Y | +67.1% | +956.6% | -889.5% | +57.1% |
| 10Y | +176.6% | +3,082.3% | -2,905.7% | +157.9% |
| All | +176.6% | +3,082.3% | -2,905.7% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling