+82.7%
O vs ADM
+100.5%
-17.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +3.5% | -1.8% | +5.4% | +4.2% |
| 30D | +10.4% | -13.3% | +23.7% | +15.6% |
| 3M | -2.4% | -13.4% | +10.9% | +1.9% |
| 6M | -1.2% | -9.6% | +8.4% | +1.2% |
| YTD | +10.4% | +23.0% | -12.6% | +0.8% |
| 1Y | +11.4% | +27.4% | -15.9% | +0.4% |
| 3Y | +40.4% | +5.7% | +34.7% | +31.1% |
| 5Y | +12.1% | +22.1% | -9.9% | -7.3% |
| 10Y | +82.7% | +106.0% | -23.2% | +4.7% |
| All | +82.7% | +100.5% | -17.7% | +4.7% |
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