+91.6%
ADM vs REPL
+36.1%
+55.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.8% | +2.5% |
| 7D | +0.1% | +5.3% | -5.2% | 0.0% |
| 30D | -11.8% | +66.6% | -78.5% | -13.0% |
| 3M | -11.3% | +59.6% | -70.9% | -12.4% |
| 6M | -10.0% | +482.4% | -492.4% | -16.0% |
| YTD | +25.9% | +124.1% | -98.2% | +18.8% |
| 1Y | +26.7% | +138.6% | -111.9% | +19.2% |
| 3Y | +8.1% | +96.0% | -87.9% | -8.2% |
| 5Y | +23.5% | -35.4% | +58.9% | +11.9% |
| All | +91.6% | +36.1% | +55.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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