+165.5%
B vs ADM
+11.2%
+154.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | -7.3% | +4.2% | -11.5% | -7.8% |
| 30D | -3.3% | -12.8% | +9.5% | -1.7% |
| 3M | -7.8% | -8.5% | +0.7% | -6.9% |
| 6M | -15.5% | -10.9% | -4.6% | -14.5% |
| YTD | -12.3% | +29.4% | -41.7% | -17.2% |
| 1Y | +5.4% | +27.5% | -22.2% | -0.3% |
| 3Y | +165.5% | +10.3% | +155.2% | +148.2% |
| All | +165.5% | +11.2% | +154.3% | +148.2% |
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 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