+0.6%
MAR vs ADM
+25.5%
-24.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.2% |
| 7D | -4.2% | +3.8% | -7.9% | -3.4% |
| 30D | -6.7% | +9.8% | -16.4% | -5.0% |
| 3M | -12.5% | +2.1% | -14.6% | -11.8% |
| 6M | +0.6% | +27.5% | -26.9% | +4.3% |
| All | +0.6% | +25.5% | -24.9% | +4.3% |
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 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