+44.2%
ADM vs WOLF
+60.4%
-16.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | -0.1% | +9.8% | -9.8% | +0.1% |
| 30D | +11.0% | -12.1% | +23.2% | +10.9% |
| 3M | +6.0% | -47.9% | +53.9% | +5.3% |
| 6M | +26.9% | +74.3% | -47.4% | +27.0% |
| YTD | +50.0% | +65.9% | -15.9% | +49.9% |
| All | +44.2% | +60.4% | -16.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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