+128.2%
ADM vs FIVE
+535.9%
-407.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -11.8% | +17.4% | -29.2% | -13.8% |
| 3M | -11.3% | +7.0% | -18.3% | -12.4% |
| 6M | -10.0% | +20.5% | -30.5% | -13.0% |
| YTD | +25.9% | +33.1% | -7.2% | +19.4% |
| 1Y | +26.7% | +67.1% | -40.4% | +16.1% |
| 3Y | +8.1% | +41.9% | -33.8% | -2.1% |
| 5Y | +23.5% | +21.1% | +2.4% | +12.1% |
| 10Y | +128.2% | +518.8% | -390.6% | +57.0% |
| All | +128.2% | +535.9% | -407.7% | +57.0% |
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