+362.2%
ADM vs FIVE
+868.1%
-505.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.4% |
| 7D | +3.8% | +4.3% | -0.5% | +3.2% |
| 30D | +9.8% | +12.5% | -2.8% | +7.9% |
| 3M | +2.1% | +31.2% | -29.1% | -1.7% |
| 6M | +27.5% | +14.4% | +13.1% | +24.3% |
| YTD | +50.2% | +33.9% | +16.3% | +43.2% |
| 1Y | +40.6% | +65.1% | -24.5% | +29.9% |
| 3Y | +17.2% | +49.0% | -31.7% | +6.0% |
| 5Y | +61.9% | +30.3% | +31.6% | +45.4% |
| 10Y | +159.3% | +481.1% | -321.8% | +82.3% |
| All | +362.2% | +868.1% | -505.9% | +186.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling