+106.0%
ADM vs FIVE
+562.8%
-456.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.8% | +7.3% | -9.2% | -2.8% |
| 30D | -13.3% | +18.1% | -31.3% | -15.2% |
| 3M | -13.4% | +7.7% | -21.1% | -14.5% |
| 6M | -9.6% | +13.6% | -23.2% | -11.9% |
| YTD | +23.0% | +34.6% | -11.6% | +16.6% |
| 1Y | +27.4% | +66.2% | -38.9% | +16.9% |
| 3Y | +5.7% | +43.5% | -37.8% | -4.4% |
| 5Y | +22.1% | +20.7% | +1.4% | +11.1% |
| 10Y | +106.0% | +541.5% | -435.5% | +44.5% |
| All | +106.0% | +562.8% | -456.8% | +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