+748.4%
ASX vs ADM
+98.0%
+650.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | -19.9% | -9.0% | -10.9% | -17.7% |
| 30D | -30.9% | -14.0% | -16.9% | -27.9% |
| 3M | -15.1% | -9.2% | -5.9% | -13.2% |
| 6M | -6.5% | -9.2% | +2.7% | -4.4% |
| YTD | +98.4% | +24.2% | +74.2% | +82.3% |
| 1Y | +107.9% | +27.0% | +80.9% | +89.2% |
| 3Y | +325.3% | +6.6% | +318.7% | +297.3% |
| 5Y | +447.3% | +25.0% | +422.3% | +358.6% |
| All | +748.4% | +98.0% | +650.4% | +427.9% |
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