+998.5%
ADM vs M
+401.4%
+597.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | -9.0% | -4.3% | -4.8% | -8.4% |
| 30D | -14.0% | +1.3% | -15.3% | -14.3% |
| 3M | -9.2% | -7.4% | -1.8% | -8.4% |
| 6M | -9.2% | +18.3% | -27.5% | -12.6% |
| YTD | +24.2% | +7.6% | +16.6% | +20.8% |
| 1Y | +27.0% | +17.4% | +9.6% | +21.4% |
| 3Y | +6.6% | +108.4% | -101.8% | -12.2% |
| 5Y | +25.0% | -10.6% | +35.6% | +13.6% |
| 10Y | +100.2% | -3.2% | +103.4% | +53.0% |
| All | +998.5% | +401.4% | +597.1% | +463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling