+44.1%
IR vs ADM
+24.5%
+19.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +3.7% | -9.0% | +12.7% | +5.8% |
| 30D | +7.4% | -14.0% | +21.4% | +11.0% |
| 3M | -5.9% | -9.2% | +3.2% | -4.3% |
| 6M | +5.6% | -9.2% | +14.7% | +6.8% |
| YTD | +4.8% | +24.2% | -19.4% | -3.6% |
| 1Y | +6.9% | +27.0% | -20.0% | -2.4% |
| 3Y | +27.6% | +6.6% | +20.9% | +19.4% |
| All | +44.1% | +24.5% | +19.7% | +19.7% |
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