+1,163.5%
C vs ADM
+1,908.9%
-745.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | +3.8% | -0.1% | +1.8% |
| 30D | +0.1% | +9.8% | -9.7% | -4.5% |
| 3M | +2.4% | +2.1% | +0.3% | +0.7% |
| 6M | +24.9% | +27.5% | -2.6% | +9.6% |
| YTD | +19.8% | +50.2% | -30.4% | -3.3% |
| 1Y | +44.9% | +40.6% | +4.3% | +19.8% |
| 3Y | +263.0% | +17.2% | +245.7% | +212.3% |
| 5Y | +129.5% | +61.9% | +67.6% | +63.5% |
| 10Y | +291.6% | +159.3% | +132.3% | +124.3% |
| All | +1,163.5% | +1,908.9% | -745.4% | +208.9% |
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