+162.6%
PM vs ADM
+26.4%
+136.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.8% |
| 7D | +0.5% | +4.2% | -3.6% | 0.0% |
| 30D | -3.2% | -12.8% | +9.6% | -1.4% |
| 3M | +6.2% | -8.5% | +14.7% | +7.4% |
| 6M | +7.7% | -10.9% | +18.6% | +9.2% |
| YTD | +27.3% | +29.4% | -2.2% | +22.3% |
| 1Y | +32.8% | +27.5% | +5.2% | +27.8% |
| 3Y | +150.0% | +10.3% | +139.7% | +143.7% |
| All | +162.6% | +26.4% | +136.2% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling