+102.6%
ADM vs FIVE
+596.6%
-493.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -0.9% |
| 7D | -7.8% | +6.2% | -14.0% | -8.6% |
| 30D | -12.6% | +18.2% | -30.8% | -14.6% |
| 3M | -8.2% | +3.8% | -12.1% | -9.0% |
| 6M | -8.9% | +13.7% | -22.6% | -11.2% |
| YTD | +24.0% | +34.7% | -10.7% | +17.5% |
| 1Y | +26.2% | +66.6% | -40.5% | +15.8% |
| 3Y | +7.0% | +44.3% | -37.3% | -3.3% |
| 5Y | +24.9% | +18.8% | +6.1% | +14.1% |
| 10Y | +102.6% | +569.2% | -466.6% | +44.5% |
| All | +102.6% | +596.6% | -493.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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