+218.3%
C vs ADM
+118.6%
+99.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.8% | +0.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -5.3% | -11.8% | +6.5% | +0.6% |
| 3M | -8.0% | -11.3% | +3.3% | -3.0% |
| 6M | -0.3% | -10.0% | +9.8% | +3.5% |
| YTD | +8.6% | +25.9% | -17.3% | -7.9% |
| 1Y | +25.8% | +26.7% | -0.8% | +5.9% |
| 3Y | +221.2% | +8.1% | +213.0% | +179.1% |
| 5Y | +113.6% | +23.5% | +90.0% | +52.0% |
| 10Y | +218.3% | +128.2% | +90.1% | +24.3% |
| All | +218.3% | +118.6% | +99.7% | +24.3% |
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 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