+1,449.6%
NET vs ADM
+149.5%
+1,300.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -7.0% | +3.8% | -10.7% | -7.6% |
| 30D | -4.8% | +9.8% | -14.5% | -6.5% |
| 3M | +3.8% | +2.1% | +1.7% | +3.2% |
| 6M | +50.0% | +27.5% | +22.5% | +43.6% |
| YTD | +41.5% | +50.2% | -8.7% | +31.7% |
| 1Y | +32.8% | +40.6% | -7.8% | +24.8% |
| 3Y | +335.9% | +17.2% | +318.7% | +320.1% |
| 5Y | +113.8% | +61.9% | +51.9% | +98.3% |
| All | +1,449.6% | +149.5% | +1,300.1% | +1,209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling