+64.2%
ADM vs TECH
-42.5%
+106.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +9.8% | +0.7% | +9.0% | +9.7% |
| 3M | +2.1% | +36.3% | -34.2% | -1.8% |
| 6M | +27.5% | +25.6% | +1.9% | +23.2% |
| YTD | +50.2% | +23.7% | +26.5% | +45.3% |
| 1Y | +40.6% | +37.6% | +2.9% | +33.6% |
| 3Y | +17.2% | -6.6% | +23.8% | +15.1% |
| All | +64.2% | -42.5% | +106.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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