+266.6%
EW vs ADM
+127.5%
+139.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +24.1% | -14.7% | +38.8% | +28.5% |
| 3M | +13.7% | -10.4% | +24.1% | +16.1% |
| 6M | +32.7% | -10.9% | +43.6% | +35.3% |
| YTD | +24.1% | +26.0% | -1.9% | +15.2% |
| 1Y | +23.6% | +26.5% | -2.9% | +14.5% |
| 3Y | +64.8% | +8.2% | +56.6% | +55.3% |
| 5Y | -8.8% | +24.0% | -32.8% | -22.1% |
| All | +266.6% | +127.5% | +139.0% | +121.0% |
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 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