+16,970.1%
MO vs ADM
+1,583.8%
+15,386.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +8.0% | -11.8% | +19.8% | +11.1% |
| 3M | +20.9% | -11.3% | +32.2% | +24.1% |
| 6M | +16.3% | -10.0% | +26.3% | +18.6% |
| YTD | +40.7% | +25.9% | +14.8% | +32.1% |
| 1Y | +41.5% | +26.7% | +14.8% | +32.5% |
| 3Y | +141.5% | +8.1% | +133.4% | +129.6% |
| 5Y | +153.1% | +23.5% | +129.6% | +130.2% |
| 10Y | +149.3% | +128.2% | +21.1% | +94.0% |
| All | +16,970.1% | +1,583.8% | +15,386.2% | +6,584.2% |
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