+44.9%
IR vs ADM
+26.4%
+18.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.9% |
| 7D | +2.5% | +4.2% | -1.7% | +1.6% |
| 30D | +9.2% | -12.8% | +22.0% | +12.5% |
| 3M | +0.9% | -8.5% | +9.4% | +2.6% |
| 6M | +19.2% | -10.9% | +30.1% | +21.6% |
| YTD | +7.5% | +29.4% | -21.9% | -2.1% |
| 1Y | +11.7% | +27.5% | -15.8% | +2.1% |
| 3Y | +23.9% | +10.3% | +13.6% | +15.2% |
| All | +44.9% | +26.4% | +18.5% | +21.9% |
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