+6,438.2%
EW vs ADM
+1,594.8%
+4,843.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.3% | +3.8% | -4.1% | -1.1% |
| 30D | +1.0% | +9.8% | -8.7% | -1.0% |
| 3M | +2.8% | +2.1% | +0.7% | +2.1% |
| 6M | +5.5% | +27.5% | -22.0% | -0.4% |
| YTD | +5.5% | +50.2% | -44.8% | -3.9% |
| 1Y | +11.0% | +40.6% | -29.5% | +2.3% |
| 3Y | +17.7% | +17.2% | +0.5% | +10.3% |
| 5Y | -25.7% | +61.9% | -87.6% | -36.4% |
| 10Y | +132.8% | +159.3% | -26.5% | +75.3% |
| All | +6,438.2% | +1,594.8% | +4,843.4% | +3,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling