+327.1%
NET vs ADM
+17.6%
+309.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -7.0% | +3.8% | -10.7% | -7.1% |
| 30D | -4.8% | +9.8% | -14.5% | -5.2% |
| 3M | +3.8% | +2.1% | +1.7% | +3.7% |
| 6M | +50.0% | +27.5% | +22.5% | +49.3% |
| YTD | +41.5% | +50.2% | -8.7% | +41.6% |
| 1Y | +32.8% | +40.6% | -7.8% | +33.1% |
| All | +327.1% | +17.6% | +309.5% | +361.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling