+11,743.1%
COST vs ADM
+1,908.9%
+9,834.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | +3.8% | -6.9% | -4.0% |
| 30D | -2.8% | +9.8% | -12.5% | -4.9% |
| 3M | -5.7% | +2.1% | -7.8% | -6.3% |
| 6M | -8.8% | +27.5% | -36.3% | -13.9% |
| YTD | +6.7% | +50.2% | -43.5% | -3.0% |
| 1Y | -3.6% | +40.6% | -44.2% | -11.3% |
| 3Y | +75.1% | +17.2% | +57.9% | +63.9% |
| 5Y | +108.9% | +61.9% | +47.0% | +80.1% |
| 10Y | +586.2% | +159.3% | +426.9% | +419.0% |
| All | +11,743.1% | +1,908.9% | +9,834.2% | +4,636.0% |
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