+4.6%
LOW vs ADM
-9.1%
+13.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.5% |
| 7D | +1.4% | +4.2% | -2.8% | +2.1% |
| 30D | +21.7% | -12.8% | +34.5% | +18.4% |
| 3M | +5.0% | -8.5% | +13.5% | +3.9% |
| 6M | +4.6% | -10.9% | +15.5% | +4.0% |
| All | +4.6% | -9.1% | +13.7% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling