+17.6%
PM vs ADM
+38.4%
-20.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | +11.0% | -13.6% | -4.3% |
| 3M | +5.8% | +6.0% | -0.2% | +4.8% |
| 6M | +10.6% | +26.9% | -16.4% | +5.6% |
| YTD | +17.2% | +50.0% | -32.9% | +8.1% |
| 1Y | +17.6% | +39.6% | -22.0% | +10.2% |
| All | +17.6% | +38.4% | -20.8% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling