+265.0%
C vs ADM
+17.6%
+247.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.6% | +3.8% | -0.1% | +3.1% |
| 30D | +0.1% | +9.8% | -9.7% | -1.2% |
| 3M | +2.4% | +2.1% | +0.3% | +2.0% |
| 6M | +24.9% | +27.5% | -2.6% | +20.2% |
| YTD | +19.8% | +50.2% | -30.4% | +11.8% |
| 1Y | +44.9% | +40.6% | +4.3% | +36.6% |
| All | +265.0% | +17.6% | +247.4% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling