+216.9%
B vs ADM
+127.5%
+89.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -6.2% | +0.7% | -6.9% | -6.3% |
| 30D | -6.6% | -14.7% | +8.1% | -4.6% |
| 3M | -7.9% | -10.4% | +2.6% | -6.7% |
| 6M | -16.8% | -10.9% | -5.9% | -15.8% |
| YTD | -11.7% | +26.0% | -37.7% | -15.5% |
| 1Y | +3.5% | +26.5% | -23.0% | -1.1% |
| 3Y | +165.7% | +8.2% | +157.5% | +155.6% |
| 5Y | +108.4% | +24.0% | +84.4% | +97.8% |
| All | +216.9% | +127.5% | +89.4% | +186.2% |
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