+911.5%
BE vs ADM
+128.2%
+783.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.2% |
| 7D | +20.0% | +3.8% | +16.2% | +17.6% |
| 30D | +7.9% | +9.8% | -1.8% | +2.1% |
| 3M | -13.2% | +2.1% | -15.3% | -15.2% |
| 6M | +53.5% | +27.5% | +26.0% | +31.0% |
| YTD | +191.0% | +50.2% | +140.8% | +125.8% |
| 1Y | +360.5% | +40.6% | +319.9% | +265.0% |
| 3Y | +1,568.0% | +17.2% | +1,550.8% | +1,330.9% |
| 5Y | +1,055.2% | +61.9% | +993.3% | +572.4% |
| All | +911.5% | +128.2% | +783.3% | +268.3% |
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