+89.1%
ADM vs REPL
+35.1%
+54.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.0% | -8.7% | -0.9% |
| 7D | -9.0% | +22.8% | -31.8% | -9.5% |
| 30D | -14.0% | +63.8% | -77.8% | -15.1% |
| 3M | -9.2% | +68.1% | -77.3% | -10.4% |
| 6M | -9.2% | +528.5% | -537.6% | -15.4% |
| YTD | +24.2% | +122.4% | -98.2% | +17.3% |
| 1Y | +27.0% | +154.4% | -127.4% | +19.2% |
| 3Y | +6.6% | +68.0% | -61.4% | -8.5% |
| 5Y | +25.0% | -35.4% | +60.3% | +13.2% |
| All | +89.1% | +35.1% | +54.0% | +42.9% |
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