+142.2%
CI vs ADM
+100.2%
+42.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.1% | -7.8% | +8.0% | +3.3% |
| 30D | +4.7% | -12.6% | +17.2% | +10.1% |
| 3M | +5.2% | -8.2% | +13.5% | +8.1% |
| 6M | +3.8% | -8.9% | +12.7% | +6.5% |
| YTD | +9.2% | +24.0% | -14.8% | -2.2% |
| 1Y | +14.3% | +26.2% | -11.9% | +1.5% |
| 3Y | +8.4% | +7.0% | +1.4% | -0.5% |
| 5Y | +50.0% | +24.9% | +25.2% | +20.9% |
| 10Y | +142.2% | +102.6% | +39.6% | +34.6% |
| All | +142.2% | +100.2% | +42.0% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling