+35,474.9%
LOW vs ADM
+1,908.9%
+33,566.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.7% | +3.8% | -5.5% | -2.8% |
| 30D | -7.0% | +9.8% | -16.8% | -9.7% |
| 3M | -0.9% | +2.1% | -3.0% | -2.0% |
| 6M | -20.1% | +27.5% | -47.6% | -26.4% |
| YTD | -13.9% | +50.2% | -64.1% | -24.5% |
| 1Y | -21.1% | +40.6% | -61.7% | -29.8% |
| 3Y | -6.6% | +17.2% | -23.9% | -14.5% |
| 5Y | +9.4% | +61.9% | -52.5% | -11.0% |
| 10Y | +220.5% | +159.3% | +61.2% | +123.4% |
| All | +35,474.9% | +1,908.9% | +33,566.0% | +11,252.4% |
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