+128.3%
ADM vs REPL
-7.7%
+136.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.1% |
| 7D | -0.1% | -5.7% | +5.7% | +0.1% |
| 30D | +11.0% | +22.5% | -11.4% | +10.4% |
| 3M | +6.0% | +64.7% | -58.7% | +3.6% |
| 6M | +26.9% | +83.0% | -56.1% | +20.5% |
| YTD | +50.0% | +52.0% | -1.9% | +43.1% |
| 1Y | +39.6% | +144.5% | -104.9% | +28.4% |
| 3Y | +18.5% | -25.1% | +43.6% | +6.1% |
| 5Y | +62.6% | -52.9% | +115.4% | +47.8% |
| All | +128.3% | -7.7% | +136.0% | +74.4% |
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