+5,387.7%
O vs ADM
+1,173.5%
+4,214.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | +3.8% | -4.5% | -1.8% |
| 30D | -1.9% | +9.8% | -11.6% | -4.5% |
| 3M | +3.8% | +2.1% | +1.7% | +2.9% |
| 6M | -4.7% | +27.5% | -32.3% | -11.5% |
| YTD | +12.5% | +50.2% | -37.7% | -0.2% |
| 1Y | +10.8% | +40.6% | -29.8% | -0.1% |
| 3Y | +28.8% | +17.2% | +11.5% | +19.0% |
| 5Y | +13.2% | +61.9% | -48.7% | -6.1% |
| 10Y | +53.5% | +159.3% | -105.8% | +10.1% |
| All | +5,387.7% | +1,173.5% | +4,214.2% | +2,878.3% |
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 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