+641.7%
BE vs ADM
+86.9%
+554.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.6% | -4.0% |
| 7D | -13.4% | -1.8% | -11.5% | -12.5% |
| 30D | -33.9% | -13.3% | -20.6% | -29.5% |
| 3M | -12.0% | -13.4% | +1.4% | -6.7% |
| 6M | -29.0% | -9.6% | -19.4% | -27.5% |
| YTD | +113.4% | +23.0% | +90.4% | +81.6% |
| 1Y | +33.2% | +27.4% | +5.8% | +10.1% |
| 3Y | +1,659.2% | +5.7% | +1,653.5% | +1,426.5% |
| 5Y | +461.4% | +22.1% | +439.3% | +293.2% |
| All | +641.7% | +86.9% | +554.8% | +196.2% |
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