-14.6%
EW vs ADM
+24.5%
-39.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +11.0% | -9.0% | +20.0% | +11.5% |
| 30D | +19.1% | -14.0% | +33.1% | +20.0% |
| 3M | +14.4% | -9.2% | +23.5% | +14.7% |
| 6M | +22.8% | -9.2% | +31.9% | +23.1% |
| YTD | +19.8% | +24.2% | -4.4% | +17.1% |
| 1Y | +23.9% | +27.0% | -3.1% | +20.8% |
| 3Y | +52.2% | +6.6% | +45.6% | +50.6% |
| All | -14.6% | +24.5% | -39.0% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling