+7,328.4%
EW vs ADM
+1,301.5%
+6,026.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +11.0% | -9.0% | +20.0% | +13.1% |
| 30D | +19.1% | -14.0% | +33.1% | +22.6% |
| 3M | +14.4% | -9.2% | +23.5% | +16.2% |
| 6M | +22.8% | -9.2% | +31.9% | +24.4% |
| YTD | +19.8% | +24.2% | -4.4% | +13.2% |
| 1Y | +23.9% | +27.0% | -3.1% | +16.4% |
| 3Y | +52.2% | +6.6% | +45.6% | +44.8% |
| 5Y | -13.9% | +25.0% | -38.9% | -22.2% |
| 10Y | +241.9% | +100.2% | +141.6% | +171.1% |
| All | +7,328.4% | +1,301.5% | +6,026.8% | +3,637.0% |
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