+284.9%
IR vs ADM
+165.5%
+119.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -13.6% | +11.0% | -24.6% | -18.0% |
| 3M | +3.7% | +6.0% | -2.3% | +0.1% |
| 6M | -13.1% | +26.9% | -40.0% | -24.0% |
| YTD | -5.1% | +50.0% | -55.1% | -24.0% |
| 1Y | -6.5% | +39.6% | -46.1% | -22.9% |
| 3Y | +8.5% | +18.5% | -10.0% | -5.9% |
| 5Y | +43.3% | +62.6% | -19.3% | -7.0% |
| All | +284.9% | +165.5% | +119.4% | +69.3% |
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 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