+6.6%
ADM vs REPL
+48.4%
-41.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.7% |
| 7D | -9.0% | +22.8% | -31.8% | -9.1% |
| 30D | -14.0% | +63.8% | -77.8% | -14.1% |
| 3M | -9.2% | +68.1% | -77.3% | -9.3% |
| 6M | -9.2% | +528.5% | -537.6% | -10.0% |
| YTD | +24.2% | +122.4% | -98.2% | +23.7% |
| 1Y | +27.0% | +154.4% | -127.4% | +26.2% |
| 3Y | +6.6% | +68.0% | -61.4% | +2.5% |
| All | +6.6% | +48.4% | -41.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling