+151.5%
EXC vs ADM
+158.6%
-7.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -2.7% | +11.0% | -13.7% | -6.3% |
| 3M | -1.0% | +6.0% | -7.0% | -3.3% |
| 6M | -9.3% | +26.9% | -36.2% | -17.2% |
| YTD | +3.6% | +50.0% | -46.4% | -11.0% |
| 1Y | +5.9% | +39.6% | -33.7% | -7.1% |
| 3Y | +21.3% | +18.5% | +2.8% | +10.5% |
| 5Y | +46.2% | +62.6% | -16.4% | +9.2% |
| 10Y | +151.5% | +162.4% | -10.9% | +36.1% |
| All | +151.5% | +158.6% | -7.2% | +36.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling