-26.3%
EW vs ADM
+62.5%
-88.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.3% | +3.8% | -4.1% | -0.6% |
| 30D | +1.0% | +9.8% | -8.7% | +0.4% |
| 3M | +2.8% | +2.1% | +0.7% | +2.6% |
| 6M | +5.5% | +27.5% | -22.0% | +3.4% |
| YTD | +5.5% | +50.2% | -44.8% | +2.0% |
| 1Y | +11.0% | +40.6% | -29.5% | +7.8% |
| 3Y | +17.7% | +17.2% | +0.5% | +17.4% |
| All | -26.3% | +62.5% | -88.8% | -29.4% |
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