+668.0%
BE vs ADM
+96.6%
+571.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -6.3% |
| 7D | +10.8% | +4.2% | +6.6% | +8.5% |
| 30D | -19.8% | -12.8% | -6.9% | -14.5% |
| 3M | -18.7% | -8.5% | -10.3% | -16.2% |
| 6M | -33.7% | -10.9% | -22.8% | -31.6% |
| YTD | +121.0% | +29.4% | +91.5% | +83.2% |
| 1Y | +85.4% | +27.5% | +57.9% | +54.5% |
| 3Y | +1,709.5% | +10.3% | +1,699.2% | +1,439.6% |
| 5Y | +462.2% | +27.4% | +434.8% | +287.0% |
| All | +668.0% | +96.6% | +571.3% | +198.9% |
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