+49.9%
F vs ADM
+6.0%
+43.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.4% |
| 30D | +2.1% | -13.3% | +15.4% | +5.5% |
| 3M | -10.3% | -13.4% | +3.1% | -7.4% |
| 6M | +3.3% | -9.6% | +12.9% | +5.1% |
| YTD | -2.0% | +23.0% | -25.0% | -8.6% |
| 1Y | -2.3% | +27.4% | -29.6% | -9.8% |
| 3Y | +49.9% | +5.7% | +44.2% | +39.9% |
| All | +49.9% | +6.0% | +43.9% | +39.9% |
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