+10.7%
O vs ADM
+24.5%
-13.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.7% | -9.0% | +12.7% | +5.4% |
| 30D | +11.2% | -14.0% | +25.2% | +14.0% |
| 3M | -4.0% | -9.2% | +5.2% | -2.6% |
| 6M | -5.2% | -9.2% | +3.9% | -4.1% |
| YTD | +9.5% | +24.2% | -14.7% | +4.1% |
| 1Y | +10.6% | +27.0% | -16.4% | +4.6% |
| 3Y | +38.1% | +6.6% | +31.5% | +32.9% |
| All | +10.7% | +24.5% | -13.8% | -2.3% |
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 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