+21.3%
ADM vs IP
+2.3%
+19.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | -8.3% | +3.4% | -11.7% | -8.4% |
| 30D | -14.1% | +11.2% | -25.3% | -14.5% |
| 3M | -10.7% | -14.8% | +4.0% | -9.8% |
| 6M | -5.9% | +17.3% | -23.2% | -7.8% |
| YTD | +25.8% | -6.2% | +31.9% | +25.7% |
| 1Y | +21.3% | +2.3% | +18.9% | +18.1% |
| All | +21.3% | +2.3% | +19.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling