+1,381.0%
NET vs ADM
+108.9%
+1,272.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -16.4% | -8.3% | -8.1% | -15.2% |
| 30D | -25.8% | -14.1% | -11.7% | -24.1% |
| 3M | -11.5% | -10.7% | -0.8% | -10.1% |
| 6M | +18.9% | -5.9% | +24.8% | +19.6% |
| YTD | +35.2% | +25.8% | +9.5% | +29.5% |
| 1Y | +14.5% | +21.3% | -6.8% | +10.1% |
| 3Y | +313.8% | +7.4% | +306.4% | +300.1% |
| 5Y | +32.6% | +27.0% | +5.5% | +27.9% |
| All | +1,381.0% | +108.9% | +1,272.1% | +1,187.3% |
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