+208.8%
C vs ADM
+100.5%
+108.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -0.4% | -1.8% | +1.5% | +0.6% |
| 30D | -5.2% | -13.3% | +8.1% | +1.6% |
| 3M | -9.1% | -13.4% | +4.3% | -3.0% |
| 6M | -1.6% | -9.6% | +8.0% | +1.8% |
| YTD | +6.9% | +23.0% | -16.1% | -8.2% |
| 1Y | +23.0% | +27.4% | -4.4% | +3.0% |
| 3Y | +216.1% | +5.7% | +210.5% | +178.3% |
| 5Y | +112.2% | +22.1% | +90.2% | +52.0% |
| 10Y | +208.8% | +106.0% | +102.8% | +31.7% |
| All | +208.8% | +100.5% | +108.3% | +31.7% |
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 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