+193.4%
B vs ADM
+158.6%
+34.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +1.4% | +11.0% | -9.7% | -0.5% |
| 3M | +12.2% | +6.0% | +6.2% | +10.8% |
| 6M | -2.1% | +26.9% | -29.0% | -6.5% |
| YTD | +2.9% | +50.0% | -47.1% | -4.4% |
| 1Y | +55.3% | +39.6% | +15.7% | +45.8% |
| 3Y | +198.7% | +18.5% | +180.2% | +183.2% |
| 5Y | +153.8% | +62.6% | +91.2% | +129.1% |
| 10Y | +193.4% | +162.4% | +31.0% | +129.9% |
| All | +193.4% | +158.6% | +34.8% | +129.9% |
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