+117.4%
PM vs ADM
+62.5%
+54.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | +3.8% | -8.6% | -5.4% |
| 30D | -3.4% | +9.8% | -13.1% | -4.7% |
| 3M | +5.2% | +2.1% | +3.0% | +4.7% |
| 6M | +3.7% | +27.5% | -23.8% | -0.1% |
| YTD | +15.8% | +50.2% | -34.4% | +8.8% |
| 1Y | +17.4% | +40.6% | -23.2% | +11.2% |
| 3Y | +116.9% | +17.2% | +99.7% | +111.0% |
| All | +117.4% | +62.5% | +54.9% | +84.8% |
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