+10,816.5%
ADP vs ADM
+1,908.9%
+8,907.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -3.4% | +3.8% | -7.2% | -4.4% |
| 30D | +2.8% | +9.8% | -7.0% | +0.2% |
| 3M | +20.9% | +2.1% | +18.8% | +19.9% |
| 6M | +29.9% | +27.5% | +2.4% | +21.1% |
| YTD | +9.6% | +50.2% | -40.6% | -2.2% |
| 1Y | -5.3% | +40.6% | -45.9% | -14.3% |
| 3Y | +16.5% | +17.2% | -0.8% | +7.7% |
| 5Y | +49.4% | +61.9% | -12.5% | +25.1% |
| 10Y | +282.2% | +159.3% | +122.9% | +179.6% |
| All | +10,816.5% | +1,908.9% | +8,907.6% | +4,390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling