+102.6%
ADM vs ALM
+2,221.4%
-2,118.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -0.3% |
| 7D | -7.8% | +0.7% | -8.6% | -7.8% |
| 30D | -12.6% | -26.1% | +13.5% | -12.3% |
| 3M | -8.2% | -38.1% | +29.9% | -7.8% |
| 6M | -8.9% | -55.4% | +46.5% | -8.2% |
| YTD | +24.0% | -0.4% | +24.4% | +23.3% |
| 1Y | +26.2% | +25.4% | +0.8% | +24.9% |
| 3Y | +7.0% | +907.8% | -900.8% | +0.9% |
| 5Y | +24.9% | +440.2% | -415.3% | +18.2% |
| 10Y | +102.6% | +2,031.1% | -1,928.5% | +89.0% |
| All | +102.6% | +2,221.4% | -2,118.8% | +89.0% |
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