+270.5%
ADP vs ADM
+158.6%
+111.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -1.2% | +11.0% | -12.3% | -4.9% |
| 3M | +17.9% | +6.0% | +11.9% | +15.0% |
| 6M | +20.3% | +26.9% | -6.6% | +9.6% |
| YTD | +5.8% | +50.0% | -44.2% | -9.6% |
| 1Y | -7.7% | +39.6% | -47.3% | -19.3% |
| 3Y | +14.7% | +18.5% | -3.8% | +3.8% |
| 5Y | +45.8% | +62.6% | -16.8% | +7.6% |
| 10Y | +270.5% | +162.4% | +108.1% | +95.5% |
| All | +270.5% | +158.6% | +111.8% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling