+211.8%
PM vs ADM
+171.4%
+40.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.6% |
| 30D | -0.2% | +8.2% | -8.4% | -2.6% |
| 3M | +4.9% | +8.7% | -3.8% | +2.0% |
| 6M | +9.0% | +29.1% | -20.0% | +0.1% |
| YTD | +17.8% | +53.7% | -35.9% | +2.3% |
| 1Y | +16.8% | +43.2% | -26.4% | +3.4% |
| 3Y | +125.4% | +21.4% | +104.0% | +106.3% |
| 5Y | +128.7% | +67.1% | +61.6% | +72.3% |
| 10Y | +211.8% | +176.6% | +35.3% | +73.2% |
| All | +211.8% | +171.4% | +40.4% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling