+128.6%
ADM vs REPL
-6.0%
+134.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +3.8% | -3.0% | +6.7% | +3.8% |
| 30D | +9.8% | +27.1% | -17.4% | +9.1% |
| 3M | +2.1% | +52.4% | -50.2% | 0.0% |
| 6M | +27.5% | +107.4% | -79.9% | +20.5% |
| YTD | +50.2% | +54.7% | -4.5% | +43.2% |
| 1Y | +40.6% | +158.9% | -118.3% | +29.1% |
| 3Y | +17.2% | -23.7% | +41.0% | +4.9% |
| 5Y | +61.9% | -54.3% | +116.2% | +47.8% |
| All | +128.6% | -6.0% | +134.6% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling