+124.0%
EW vs ADM
+178.5%
-54.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | +3.0% | -6.4% | -4.0% |
| 30D | -7.4% | +8.7% | -16.1% | -9.2% |
| 3M | +0.9% | +7.6% | -6.7% | -1.1% |
| 6M | +1.2% | +26.9% | -25.7% | -5.0% |
| YTD | +1.8% | +54.3% | -52.5% | -9.1% |
| 1Y | +10.8% | +45.7% | -34.8% | +0.1% |
| 3Y | +17.1% | +21.9% | -4.8% | +9.2% |
| 5Y | -28.2% | +67.2% | -95.4% | -43.1% |
| All | +124.0% | +178.5% | -54.5% | +41.2% |
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