-10.0%
ADM vs WOLF
-43.5%
+33.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +2.5% |
| 7D | +0.1% | +21.5% | -21.3% | +0.9% |
| 30D | -11.8% | -1.2% | -10.6% | -11.4% |
| 3M | -11.3% | -8.2% | -3.1% | -10.9% |
| 6M | -10.0% | -45.0% | +35.0% | -10.8% |
| All | -10.0% | -43.5% | +33.5% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling