+14,227.5%
COST vs ADM
+1,630.9%
+12,596.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | +5.0% | +4.2% | +0.8% | +4.1% |
| 30D | +12.8% | -12.8% | +25.7% | +16.2% |
| 3M | +15.2% | -8.5% | +23.6% | +17.1% |
| 6M | +7.4% | -10.9% | +18.3% | +9.6% |
| YTD | +29.0% | +29.4% | -0.4% | +21.0% |
| 1Y | +20.3% | +27.5% | -7.3% | +13.0% |
| 3Y | +99.0% | +10.3% | +88.7% | +88.3% |
| 5Y | +125.7% | +27.4% | +98.3% | +105.0% |
| 10Y | +775.3% | +134.6% | +640.8% | +577.1% |
| All | +14,227.5% | +1,630.9% | +12,596.7% | +5,807.7% |
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