+112.4%
C vs ADM
+23.4%
+89.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +4.7% | +0.7% | +4.0% | +4.6% |
| 30D | +0.2% | -14.7% | +14.9% | +3.5% |
| 3M | -9.3% | -10.4% | +1.1% | -7.5% |
| 6M | -0.8% | -10.9% | +10.1% | +1.0% |
| YTD | +8.5% | +26.0% | -17.5% | +0.7% |
| 1Y | +23.1% | +26.5% | -3.4% | +14.0% |
| 3Y | +220.8% | +8.2% | +212.6% | +203.1% |
| 5Y | +112.4% | +24.0% | +88.4% | +81.9% |
| All | +112.4% | +23.4% | +89.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling