+2,793.8%
ASX vs ADM
+1,429.2%
+1,364.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.2% | -20.6% |
| 7D | -33.3% | -7.5% | -25.8% | -31.6% |
| 30D | -36.5% | -14.3% | -22.2% | -33.3% |
| 3M | -19.2% | -8.6% | -10.6% | -17.3% |
| 6M | -10.2% | -9.9% | -0.4% | -7.8% |
| YTD | +86.5% | +25.1% | +61.3% | +70.4% |
| 1Y | +89.6% | +28.8% | +60.8% | +71.1% |
| 3Y | +298.6% | +6.9% | +291.7% | +268.9% |
| 5Y | +414.3% | +25.9% | +388.4% | +339.1% |
| 10Y | +711.1% | +101.7% | +609.4% | +466.7% |
| All | +2,793.8% | +1,429.2% | +1,364.6% | +922.8% |
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