+14,609.3%
DE vs ADM
+1,908.9%
+12,700.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +10.0% | +3.8% | +6.3% | +8.5% |
| 30D | +13.3% | +9.8% | +3.6% | +9.1% |
| 3M | +17.5% | +2.1% | +15.4% | +16.1% |
| 6M | +13.6% | +27.5% | -13.9% | +2.5% |
| YTD | +49.8% | +50.2% | -0.4% | +26.9% |
| 1Y | +47.9% | +40.6% | +7.3% | +27.8% |
| 3Y | +72.5% | +17.2% | +55.3% | +54.9% |
| 5Y | +90.2% | +61.9% | +28.3% | +49.8% |
| 10Y | +865.4% | +159.3% | +706.1% | +533.1% |
| All | +14,609.3% | +1,908.9% | +12,700.4% | +4,732.7% |
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