+130.7%
C vs ADM
+62.5%
+68.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +3.8% | -0.1% | +2.7% |
| 30D | +0.1% | +9.8% | -9.7% | -2.2% |
| 3M | +2.4% | +2.1% | +0.3% | +1.7% |
| 6M | +24.9% | +27.5% | -2.6% | +16.9% |
| YTD | +19.8% | +50.2% | -30.4% | +6.9% |
| 1Y | +44.9% | +40.6% | +4.3% | +31.2% |
| 3Y | +263.0% | +17.2% | +245.7% | +243.5% |
| All | +130.7% | +62.5% | +68.1% | +73.1% |
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