+998.2%
C vs ADM
+1,561.3%
-563.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -2.4% | -9.0% | +6.6% | +1.9% |
| 30D | -6.0% | -14.0% | +8.0% | +0.5% |
| 3M | -10.5% | -9.2% | -1.4% | -7.2% |
| 6M | -5.7% | -9.2% | +3.4% | -2.8% |
| YTD | +4.1% | +24.2% | -20.1% | -8.6% |
| 1Y | +20.5% | +27.0% | -6.5% | +4.3% |
| 3Y | +208.1% | +6.6% | +201.5% | +175.1% |
| 5Y | +110.4% | +25.0% | +85.5% | +68.8% |
| 10Y | +234.6% | +100.2% | +134.4% | +115.5% |
| All | +998.2% | +1,561.3% | -563.0% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling