+200.4%
B vs ADM
+17.6%
+182.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +3.8% | -5.4% | -2.1% |
| 30D | +9.4% | +9.8% | -0.3% | +7.8% |
| 3M | +5.0% | +2.1% | +2.9% | +4.6% |
| 6M | -3.5% | +27.5% | -31.1% | -8.0% |
| YTD | +4.5% | +50.2% | -45.8% | -3.3% |
| 1Y | +67.8% | +40.6% | +27.2% | +57.0% |
| All | +200.4% | +17.6% | +182.8% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling