+31.7%
EXC vs ADM
+8.2%
+23.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.9% | +0.7% | -2.6% | -2.0% |
| 30D | +7.8% | -14.7% | +22.5% | +9.7% |
| 3M | +1.9% | -10.4% | +12.3% | +3.1% |
| 6M | +3.4% | -10.9% | +14.3% | +4.5% |
| YTD | +7.6% | +26.0% | -18.4% | +4.0% |
| 1Y | +2.1% | +26.5% | -24.4% | -1.3% |
| All | +31.7% | +8.2% | +23.5% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling