+158.6%
ADM vs IP
+23.2%
+135.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.4% |
| 7D | +3.8% | -5.3% | +9.0% | +5.4% |
| 30D | +9.8% | -10.9% | +20.6% | +13.5% |
| 3M | +2.1% | +11.2% | -9.0% | -2.7% |
| 6M | +27.5% | -10.2% | +37.7% | +29.3% |
| YTD | +50.2% | -2.0% | +52.2% | +47.0% |
| 1Y | +40.6% | -19.1% | +59.7% | +46.2% |
| 3Y | +17.2% | +20.9% | -3.6% | -1.4% |
| 5Y | +61.9% | -17.8% | +79.7% | +58.3% |
| All | +158.6% | +23.2% | +135.4% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling