+977.1%
BE vs ADM
+133.4%
+843.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -4.2% |
| 7D | +23.9% | +1.4% | +22.6% | +22.9% |
| 30D | +27.8% | +8.2% | +19.6% | +22.0% |
| 3M | +3.7% | +8.7% | -5.0% | -2.3% |
| 6M | +78.0% | +29.1% | +48.9% | +51.0% |
| YTD | +209.9% | +53.7% | +156.3% | +137.4% |
| 1Y | +389.6% | +43.2% | +346.4% | +283.8% |
| 3Y | +1,730.6% | +21.4% | +1,709.2% | +1,435.4% |
| 5Y | +1,227.8% | +67.1% | +1,160.7% | +656.1% |
| All | +977.1% | +133.4% | +843.7% | +287.2% |
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