+11,904.6%
ADP vs ADM
+1,561.3%
+10,343.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +3.2% | -9.0% | +12.3% | +5.7% |
| 30D | +14.9% | -14.0% | +28.9% | +19.3% |
| 3M | +11.6% | -9.2% | +20.8% | +14.0% |
| 6M | +48.5% | -9.2% | +57.6% | +51.2% |
| YTD | +20.6% | +24.2% | -3.6% | +12.7% |
| 1Y | +23.7% | +27.0% | -3.3% | +14.8% |
| 3Y | +47.8% | +6.6% | +41.2% | +39.7% |
| 5Y | +47.7% | +25.0% | +22.7% | +32.2% |
| 10Y | +324.0% | +100.2% | +223.7% | +230.5% |
| All | +11,904.6% | +1,561.3% | +10,343.3% | +5,074.6% |
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