+1,908.9%
ADM vs IP
+364.8%
+1,544.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.4% |
| 7D | +3.8% | -5.3% | +9.0% | +5.3% |
| 30D | +9.8% | -10.9% | +20.6% | +13.2% |
| 3M | +2.1% | +11.2% | -9.0% | -2.2% |
| 6M | +27.5% | -10.2% | +37.7% | +28.8% |
| YTD | +50.2% | -2.0% | +52.2% | +47.2% |
| 1Y | +40.6% | -19.1% | +59.7% | +45.1% |
| 3Y | +17.2% | +20.9% | -3.6% | +3.3% |
| 5Y | +61.9% | -17.8% | +79.7% | +58.5% |
| 10Y | +159.3% | +23.5% | +135.8% | +116.3% |
| All | +1,908.9% | +364.8% | +1,544.1% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling