+2,453.0%
EXC vs ADM
+1,558.2%
+894.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.7% | -7.8% | +6.1% | +0.3% |
| 30D | +9.3% | -12.6% | +21.9% | +13.0% |
| 3M | +1.0% | -8.2% | +9.3% | +2.9% |
| 6M | +5.9% | -8.9% | +14.8% | +7.8% |
| YTD | +7.6% | +24.0% | -16.4% | +0.9% |
| 1Y | +2.4% | +26.2% | -23.7% | -4.5% |
| 3Y | +30.2% | +7.0% | +23.3% | +23.5% |
| 5Y | +41.4% | +24.9% | +16.5% | +27.0% |
| 10Y | +183.8% | +102.6% | +81.1% | +121.3% |
| All | +2,453.0% | +1,558.2% | +894.7% | +1,085.8% |
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