+291.3%
IR vs ADM
+165.8%
+125.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -2.8% | +3.8% | -6.6% | -4.6% |
| 30D | -15.1% | +9.8% | -24.9% | -19.0% |
| 3M | +6.1% | +2.1% | +3.9% | +4.2% |
| 6M | -16.8% | +27.5% | -44.3% | -27.5% |
| YTD | -3.5% | +50.2% | -53.7% | -22.8% |
| 1Y | -3.5% | +40.6% | -44.1% | -20.7% |
| 3Y | +9.5% | +17.2% | -7.8% | -4.4% |
| 5Y | +45.1% | +61.9% | -16.8% | -5.5% |
| All | +291.3% | +165.8% | +125.5% | +72.0% |
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