+7.1%
LOW vs ADM
+26.4%
-19.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | +1.4% | +4.2% | -2.8% | +0.8% |
| 30D | +21.7% | -12.8% | +34.5% | +24.3% |
| 3M | +5.0% | -8.5% | +13.5% | +6.3% |
| 6M | +4.6% | -10.9% | +15.5% | +6.1% |
| YTD | -3.5% | +29.4% | -32.9% | -9.4% |
| 1Y | +0.5% | +27.5% | -27.0% | -5.4% |
| 3Y | +24.8% | +10.3% | +14.5% | +18.9% |
| All | +7.1% | +26.4% | -19.3% | -2.5% |
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 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