+7,463.6%
CI vs ADM
+1,908.9%
+5,554.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +3.8% | -2.5% | +0.2% |
| 30D | +4.4% | +9.8% | -5.3% | +1.3% |
| 3M | +0.7% | +2.1% | -1.5% | -0.4% |
| 6M | +0.3% | +27.5% | -27.2% | -7.6% |
| YTD | +3.8% | +50.2% | -46.4% | -9.3% |
| 1Y | -5.5% | +40.6% | -46.1% | -16.0% |
| 3Y | +8.1% | +17.2% | -9.1% | -1.0% |
| 5Y | +42.8% | +61.9% | -19.1% | +16.6% |
| 10Y | +143.9% | +159.3% | -15.4% | +69.8% |
| All | +7,463.6% | +1,908.9% | +5,554.7% | +2,770.1% |
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 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