+25.4%
ADM vs ALM
+410.2%
-384.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.7% | -5.0% | +2.6% |
| 7D | +4.2% | +1.2% | +3.0% | +4.2% |
| 30D | -12.8% | -19.3% | +6.5% | -12.7% |
| 3M | -8.5% | -40.6% | +32.2% | -8.1% |
| 6M | -10.9% | -57.9% | +47.0% | -10.4% |
| YTD | +29.4% | -6.7% | +36.1% | +28.8% |
| 1Y | +27.5% | +20.2% | +7.4% | +26.5% |
| 3Y | +10.3% | +879.4% | -869.1% | +3.4% |
| All | +25.4% | +410.2% | -384.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling