+103.0%
ADM vs ALM
+2,048.1%
-1,945.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.7% |
| 7D | -9.0% | -6.7% | -2.4% | -8.9% |
| 30D | -14.0% | -32.9% | +18.9% | -13.6% |
| 3M | -9.2% | -39.5% | +30.3% | -8.7% |
| 6M | -9.2% | -62.0% | +52.8% | -8.3% |
| YTD | +24.2% | -7.8% | +32.0% | +23.6% |
| 1Y | +27.0% | +26.7% | +0.3% | +25.7% |
| 3Y | +6.6% | +825.4% | -818.8% | +0.7% |
| 5Y | +25.0% | +401.2% | -376.3% | +18.4% |
| All | +103.0% | +2,048.1% | -1,945.1% | +89.5% |
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