+5.7%
ADM vs FIVE
+43.9%
-38.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.8% | +7.3% | -9.2% | -2.1% |
| 30D | -13.3% | +18.1% | -31.3% | -13.8% |
| 3M | -13.4% | +7.7% | -21.1% | -13.7% |
| 6M | -9.6% | +13.6% | -23.2% | -10.3% |
| YTD | +23.0% | +34.6% | -11.6% | +20.8% |
| 1Y | +27.4% | +66.2% | -38.9% | +23.6% |
| 3Y | +5.7% | +43.5% | -37.8% | -2.8% |
| All | +5.7% | +43.9% | -38.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling