-12.5%
F vs ADM
+23.4%
-35.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.5% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | +2.1% | -13.3% | +15.4% | +6.7% |
| 3M | -10.3% | -13.4% | +3.1% | -6.4% |
| 6M | +3.3% | -9.6% | +12.9% | +5.7% |
| YTD | -2.0% | +23.0% | -25.0% | -10.4% |
| 1Y | -2.3% | +27.4% | -29.6% | -11.9% |
| 3Y | +49.9% | +5.7% | +44.2% | +40.2% |
| 5Y | -12.5% | +22.1% | -34.5% | -30.7% |
| All | -12.5% | +23.4% | -35.8% | -30.7% |
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