+47.6%
EXC vs ADM
+62.5%
-14.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +3.8% | -3.5% | -0.4% |
| 30D | -3.7% | +9.8% | -13.5% | -5.4% |
| 3M | -1.3% | +2.1% | -3.4% | -1.8% |
| 6M | -9.7% | +27.5% | -37.2% | -14.2% |
| YTD | +2.9% | +50.2% | -47.3% | -5.4% |
| 1Y | +4.4% | +40.6% | -36.2% | -2.9% |
| 3Y | +22.2% | +17.2% | +5.0% | +17.8% |
| All | +47.6% | +62.5% | -14.9% | +29.0% |
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 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