+23,761.0%
PH vs ADM
+1,908.9%
+21,852.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.1% | +3.8% | -6.8% | -4.4% |
| 30D | -3.2% | +9.8% | -13.0% | -6.7% |
| 3M | +10.6% | +2.1% | +8.5% | +9.0% |
| 6M | -2.1% | +27.5% | -29.6% | -11.6% |
| YTD | +10.2% | +50.2% | -40.0% | -6.5% |
| 1Y | +28.2% | +40.6% | -12.4% | +11.0% |
| 3Y | +134.9% | +17.2% | +117.7% | +110.2% |
| 5Y | +253.6% | +61.9% | +191.7% | +176.0% |
| 10Y | +804.7% | +159.3% | +645.5% | +499.4% |
| All | +23,761.0% | +1,908.9% | +21,852.1% | +8,044.2% |
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