+1,251.0%
BE vs ADM
+64.4%
+1,186.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.8% | +9.7% |
| 7D | +29.8% | -0.1% | +29.8% | +29.8% |
| 30D | +26.4% | +11.0% | +15.4% | +23.0% |
| 3M | +9.3% | +6.0% | +3.3% | +7.3% |
| 6M | +105.1% | +26.9% | +78.1% | +91.5% |
| YTD | +219.0% | +50.0% | +169.0% | +184.8% |
| 1Y | +418.8% | +39.6% | +379.2% | +369.2% |
| 3Y | +1,784.6% | +18.5% | +1,766.0% | +1,701.9% |
| 5Y | +1,251.0% | +62.6% | +1,188.4% | +1,185.7% |
| All | +1,251.0% | +64.4% | +1,186.5% | +1,185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling