+615.0%
F vs ADM
+1,908.9%
-1,293.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +5.3% | +3.8% | +1.6% | +3.9% |
| 30D | +4.6% | +9.8% | -5.2% | +0.9% |
| 3M | -3.7% | +2.1% | -5.8% | -4.9% |
| 6M | +16.8% | +27.5% | -10.7% | +5.9% |
| YTD | +15.3% | +50.2% | -34.9% | -1.7% |
| 1Y | +31.0% | +40.6% | -9.6% | +14.0% |
| 3Y | +45.4% | +17.2% | +28.2% | +31.5% |
| 5Y | +54.7% | +61.9% | -7.2% | +22.7% |
| 10Y | +98.2% | +159.3% | -61.1% | +32.3% |
| All | +615.0% | +1,908.9% | -1,293.9% | +151.3% |
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