+803.7%
B vs ADM
+1,908.9%
-1,105.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | +3.8% | -5.4% | -2.2% |
| 30D | +9.4% | +9.8% | -0.3% | +7.6% |
| 3M | +5.0% | +2.1% | +2.9% | +4.3% |
| 6M | -3.5% | +27.5% | -31.1% | -7.7% |
| YTD | +4.5% | +50.2% | -45.8% | -2.6% |
| 1Y | +67.8% | +40.6% | +27.2% | +57.8% |
| 3Y | +196.7% | +17.2% | +179.5% | +183.4% |
| 5Y | +151.9% | +61.9% | +90.0% | +127.1% |
| 10Y | +202.2% | +159.3% | +42.9% | +147.4% |
| All | +803.7% | +1,908.9% | -1,105.2% | +691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling