+5,283.0%
O vs ADM
+951.2%
+4,331.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.3% | -7.8% | +11.2% | +5.5% |
| 30D | +10.3% | -12.6% | +22.9% | +14.3% |
| 3M | -3.5% | -8.2% | +4.8% | -1.6% |
| 6M | -1.3% | -8.9% | +7.6% | +0.6% |
| YTD | +10.3% | +24.0% | -13.7% | +2.9% |
| 1Y | +10.4% | +26.2% | -15.7% | +2.4% |
| 3Y | +40.0% | +7.0% | +33.0% | +32.3% |
| 5Y | +12.4% | +24.9% | -12.5% | -0.1% |
| 10Y | +78.2% | +102.6% | -24.4% | +36.3% |
| All | +5,283.0% | +951.2% | +4,331.8% | +2,970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling