+200.5%
B vs ADM
+100.2%
+100.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +11.3% | -7.8% | +19.2% | +12.6% |
| 30D | +2.9% | -12.6% | +15.5% | +4.9% |
| 3M | -2.9% | -8.2% | +5.4% | -2.0% |
| 6M | -1.2% | -8.9% | +7.7% | -0.4% |
| YTD | -1.3% | +24.0% | -25.3% | -5.6% |
| 1Y | +30.4% | +26.2% | +4.3% | +24.4% |
| 3Y | +195.3% | +7.0% | +188.3% | +184.2% |
| 5Y | +146.2% | +24.9% | +121.4% | +132.4% |
| 10Y | +200.5% | +102.6% | +97.8% | +159.8% |
| All | +200.5% | +100.2% | +100.3% | +159.8% |
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 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