+24.4%
EW vs ADM
+29.6%
-5.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.5% |
| 7D | +4.9% | +4.2% | +0.7% | +5.2% |
| 30D | +23.9% | -12.8% | +36.8% | +22.9% |
| 3M | +15.8% | -8.5% | +24.2% | +14.9% |
| 6M | +31.7% | -10.9% | +42.6% | +30.6% |
| YTD | +25.7% | +29.4% | -3.7% | +25.2% |
| 1Y | +24.4% | +27.5% | -3.1% | +23.2% |
| All | +24.4% | +29.6% | -5.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling