+325.3%
IR vs ADM
+119.8%
+205.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +3.7% | -9.0% | +12.7% | +7.9% |
| 30D | +7.4% | -14.0% | +21.4% | +14.4% |
| 3M | -5.9% | -9.2% | +3.2% | -2.8% |
| 6M | +5.6% | -9.2% | +14.7% | +8.1% |
| YTD | +4.8% | +24.2% | -19.4% | -9.1% |
| 1Y | +6.9% | +27.0% | -20.0% | -8.5% |
| 3Y | +27.6% | +6.6% | +20.9% | +13.6% |
| 5Y | +45.8% | +25.0% | +20.8% | +8.8% |
| All | +325.3% | +119.8% | +205.4% | +102.5% |
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