+345.2%
IR vs ADM
+119.4%
+225.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +5.0% | -7.8% | +12.8% | +8.7% |
| 30D | +10.3% | -12.6% | +22.9% | +16.7% |
| 3M | -0.1% | -8.2% | +8.2% | +2.8% |
| 6M | +14.8% | -8.9% | +23.7% | +17.4% |
| YTD | +9.7% | +24.0% | -14.2% | -4.7% |
| 1Y | +12.2% | +26.2% | -13.9% | -3.7% |
| 3Y | +30.0% | +7.0% | +23.0% | +15.5% |
| 5Y | +46.8% | +24.9% | +22.0% | +9.5% |
| All | +345.2% | +119.4% | +225.8% | +112.2% |
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