+227.1%
LOW vs ADM
+178.5%
+48.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -2.6% | +3.0% | -5.6% | -3.6% |
| 30D | -11.1% | +8.7% | -19.8% | -13.7% |
| 3M | -8.5% | +7.6% | -16.1% | -11.3% |
| 6M | -20.8% | +26.9% | -47.7% | -28.2% |
| YTD | -17.2% | +54.3% | -71.5% | -30.2% |
| 1Y | -24.7% | +45.7% | -70.4% | -35.5% |
| 3Y | -9.7% | +21.9% | -31.7% | -19.2% |
| 5Y | +6.0% | +67.2% | -61.2% | -23.1% |
| All | +227.1% | +178.5% | +48.7% | +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 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