+25.4%
ADM vs REPL
-35.0%
+60.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +4.2% | +1.2% | +2.9% | +4.2% |
| 30D | -12.8% | +92.2% | -105.0% | -13.2% |
| 3M | -8.5% | +44.1% | -52.6% | -8.7% |
| 6M | -10.9% | +313.0% | -323.9% | -12.1% |
| YTD | +29.4% | +125.2% | -95.8% | +27.9% |
| 1Y | +27.5% | +143.8% | -116.2% | +25.9% |
| 3Y | +10.3% | +104.2% | -93.9% | +4.1% |
| All | +25.4% | -35.0% | +60.4% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling