+13,824.2%
MA vs ADM
+242.4%
+13,581.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +3.8% | -6.5% | -4.2% |
| 30D | +1.5% | +9.8% | -8.2% | -2.3% |
| 3M | +20.4% | +2.1% | +18.3% | +18.7% |
| 6M | +11.1% | +27.5% | -16.4% | -0.5% |
| YTD | +2.0% | +50.2% | -48.3% | -15.0% |
| 1Y | -2.2% | +40.6% | -42.7% | -16.6% |
| 3Y | +41.9% | +17.2% | +24.7% | +24.9% |
| 5Y | +75.4% | +61.9% | +13.5% | +29.5% |
| 10Y | +527.5% | +159.3% | +368.3% | +263.4% |
| All | +13,824.2% | +242.4% | +13,581.7% | +5,136.0% |
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