+220.1%
C vs ADM
+100.2%
+119.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -0.9% | -7.8% | +6.9% | +3.1% |
| 30D | -5.4% | -12.6% | +7.2% | +0.9% |
| 3M | -9.2% | -8.2% | -0.9% | -6.0% |
| 6M | -1.8% | -8.9% | +7.1% | +1.1% |
| YTD | +6.7% | +24.0% | -17.3% | -8.7% |
| 1Y | +23.5% | +26.2% | -2.6% | +4.2% |
| 3Y | +219.8% | +7.0% | +212.8% | +179.5% |
| 5Y | +112.4% | +24.9% | +87.6% | +49.8% |
| 10Y | +220.1% | +102.6% | +117.4% | +37.9% |
| All | +220.1% | +100.2% | +119.9% | +37.9% |
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