+39,729.4%
LOW vs ADM
+1,585.0%
+38,144.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +21.3% | -14.7% | +36.0% | +26.8% |
| 3M | +6.0% | -10.4% | +16.4% | +9.0% |
| 6M | +2.6% | -10.9% | +13.5% | +5.1% |
| YTD | -3.6% | +26.0% | -29.6% | -11.3% |
| 1Y | -1.0% | +26.5% | -27.4% | -9.1% |
| 3Y | +24.2% | +8.2% | +15.9% | +16.0% |
| 5Y | +6.3% | +24.0% | -17.7% | -6.5% |
| 10Y | +294.1% | +128.4% | +165.7% | +185.4% |
| All | +39,729.4% | +1,585.0% | +38,144.4% | +13,242.0% |
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 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