+282.2%
ADM vs FIVE
+822.5%
-540.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | -14.0% | +17.7% | -31.6% | -15.8% |
| 3M | -9.2% | +4.0% | -13.1% | -10.0% |
| 6M | -9.2% | +2.6% | -11.8% | -10.1% |
| YTD | +24.2% | +27.6% | -3.4% | +18.9% |
| 1Y | +27.0% | +59.9% | -33.0% | +17.9% |
| 3Y | +6.6% | +35.8% | -29.2% | -2.5% |
| 5Y | +25.0% | +14.4% | +10.5% | +14.5% |
| 10Y | +100.2% | +576.1% | -475.9% | +38.6% |
| All | +282.2% | +822.5% | -540.2% | +138.0% |
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 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