+50.9%
O vs ADM
+178.5%
-127.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -3.5% | +3.0% | -6.5% | -4.5% |
| 30D | -3.3% | +8.7% | -12.0% | -6.1% |
| 3M | -2.8% | +7.6% | -10.4% | -5.6% |
| 6M | -5.8% | +26.9% | -32.6% | -13.9% |
| YTD | +9.4% | +54.3% | -44.9% | -7.0% |
| 1Y | +5.7% | +45.7% | -40.0% | -8.6% |
| 3Y | +27.2% | +21.9% | +5.3% | +14.6% |
| 5Y | +17.2% | +67.2% | -50.0% | -13.7% |
| All | +50.9% | +178.5% | -127.6% | -17.3% |
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