-15.8%
F vs ADM
+24.5%
-40.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.6% | -9.0% | +10.6% | +4.6% |
| 30D | +2.6% | -14.0% | +16.6% | +7.5% |
| 3M | -8.8% | -9.2% | +0.3% | -6.4% |
| 6M | +4.6% | -9.2% | +13.8% | +7.0% |
| YTD | -1.9% | +24.2% | -26.1% | -10.6% |
| 1Y | -0.8% | +27.0% | -27.7% | -10.4% |
| 3Y | +43.5% | +6.6% | +36.9% | +33.9% |
| All | -15.8% | +24.5% | -40.3% | -33.4% |
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 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