+2,340.5%
EXC vs ADM
+1,908.9%
+431.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +3.8% | -3.5% | -0.7% |
| 30D | -3.7% | +9.8% | -13.5% | -6.1% |
| 3M | -1.3% | +2.1% | -3.4% | -2.1% |
| 6M | -9.7% | +27.5% | -37.2% | -15.7% |
| YTD | +2.9% | +50.2% | -47.3% | -8.0% |
| 1Y | +4.4% | +40.6% | -36.2% | -5.3% |
| 3Y | +22.2% | +17.2% | +5.0% | +13.5% |
| 5Y | +46.7% | +61.9% | -15.2% | +23.4% |
| 10Y | +155.3% | +159.3% | -3.9% | +87.4% |
| All | +2,340.5% | +1,908.9% | +431.7% | +981.4% |
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 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