+65.9%
EW vs ADM
+11.2%
+54.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.3% |
| 7D | +4.9% | +4.2% | +0.7% | +5.0% |
| 30D | +23.9% | -12.8% | +36.8% | +23.6% |
| 3M | +15.8% | -8.5% | +24.2% | +15.5% |
| 6M | +31.7% | -10.9% | +42.6% | +31.3% |
| YTD | +25.7% | +29.4% | -3.7% | +25.5% |
| 1Y | +24.4% | +27.5% | -3.1% | +24.2% |
| 3Y | +65.9% | +10.3% | +55.5% | +72.2% |
| All | +65.9% | +11.2% | +54.7% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling