+74.3%
F vs ADM
+100.5%
-26.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +1.0% | -1.8% | +2.8% | +1.9% |
| 30D | +2.1% | -13.3% | +15.4% | +9.0% |
| 3M | -10.3% | -13.4% | +3.1% | -4.5% |
| 6M | +3.3% | -9.6% | +12.9% | +6.9% |
| YTD | -2.0% | +23.0% | -25.0% | -14.0% |
| 1Y | -2.3% | +27.4% | -29.6% | -15.9% |
| 3Y | +49.9% | +5.7% | +44.2% | +35.8% |
| 5Y | -12.5% | +22.1% | -34.5% | -31.3% |
| 10Y | +74.3% | +106.0% | -31.7% | -8.0% |
| All | +74.3% | +100.5% | -26.2% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling