+18.6%
ADM vs ALM
+2,063.1%
-2,044.5%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.3% |
| 7D | +3.8% | -2.6% | +6.4% | +3.8% |
| 30D | +9.8% | +32.0% | -22.3% | +9.5% |
| 3M | +2.1% | -15.0% | +17.2% | +2.1% |
| 6M | +27.5% | -10.1% | +37.6% | +27.3% |
| YTD | +50.2% | +99.4% | -49.2% | +49.1% |
| 1Y | +40.6% | +316.4% | -275.8% | +38.4% |
| All | +18.6% | +2,063.1% | -2,044.5% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling