+7.8%
LOW vs ADM
+67.1%
-59.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | -9.3% | +8.2% | -17.5% | -10.5% |
| 3M | -8.1% | +8.7% | -16.8% | -9.5% |
| 6M | -19.8% | +29.1% | -48.8% | -23.9% |
| YTD | -16.4% | +53.7% | -70.0% | -23.5% |
| 1Y | -24.7% | +43.2% | -67.9% | -30.3% |
| 3Y | -8.8% | +21.4% | -30.2% | -13.8% |
| 5Y | +7.8% | +67.1% | -59.3% | -7.3% |
| All | +7.8% | +67.1% | -59.4% | -7.3% |
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