+28.4%
ADM vs M
+25.7%
+2.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | 0.0% |
| 7D | -7.8% | +2.5% | -10.4% | -7.8% |
| 30D | -12.6% | +10.1% | -22.6% | -12.3% |
| 3M | -8.2% | -0.9% | -7.3% | -7.8% |
| 6M | -8.9% | +30.2% | -39.1% | -8.7% |
| YTD | +24.0% | +16.3% | +7.7% | +26.7% |
| All | +28.4% | +25.7% | +2.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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