+76.2%
O vs ADM
+133.7%
-57.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.5% | -1.6% |
| 7D | -0.4% | +4.2% | -4.6% | -1.8% |
| 30D | +7.1% | -12.8% | +20.0% | +12.0% |
| 3M | -5.2% | -8.5% | +3.2% | -2.8% |
| 6M | -1.8% | -10.9% | +9.1% | +1.3% |
| YTD | +9.1% | +29.4% | -20.3% | -2.2% |
| 1Y | +9.7% | +27.5% | -17.9% | -1.2% |
| 3Y | +39.1% | +10.3% | +28.8% | +28.1% |
| 5Y | +8.4% | +27.4% | -19.0% | -11.8% |
| All | +76.2% | +133.7% | -57.6% | +0.2% |
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 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