+13.7%
O vs ADM
+64.4%
-50.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | -2.0% | +11.0% | -13.0% | -3.8% |
| 3M | +3.0% | +6.0% | -3.0% | +1.8% |
| 6M | -3.6% | +26.9% | -30.6% | -8.3% |
| YTD | +12.1% | +50.0% | -38.0% | +3.1% |
| 1Y | +8.9% | +39.6% | -30.7% | +1.5% |
| 3Y | +30.3% | +18.5% | +11.8% | +23.9% |
| 5Y | +13.7% | +62.6% | -48.9% | -2.5% |
| All | +13.7% | +64.4% | -50.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling