+62.6%
ADM vs GAP
+9.4%
+53.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | +11.0% | +9.3% | +1.7% | +10.1% |
| 3M | +6.0% | +6.1% | -0.1% | +5.3% |
| 6M | +26.9% | -2.3% | +29.2% | +26.5% |
| YTD | +50.0% | -10.6% | +60.6% | +50.4% |
| 1Y | +39.6% | -4.4% | +44.0% | +38.7% |
| 3Y | +18.5% | +118.3% | -99.8% | +4.9% |
| 5Y | +62.6% | +12.2% | +50.4% | +49.9% |
| All | +62.6% | +9.4% | +53.2% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling