+763.1%
PM vs ADM
+221.7%
+541.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | +3.8% | -8.6% | -6.0% |
| 30D | -3.4% | +9.8% | -13.1% | -6.3% |
| 3M | +5.2% | +2.1% | +3.0% | +4.1% |
| 6M | +3.7% | +27.5% | -23.8% | -4.6% |
| YTD | +15.8% | +50.2% | -34.4% | +0.9% |
| 1Y | +17.4% | +40.6% | -23.2% | +4.1% |
| 3Y | +116.9% | +17.2% | +99.7% | +97.9% |
| 5Y | +117.3% | +61.9% | +55.4% | +71.8% |
| 10Y | +193.8% | +159.3% | +34.5% | +90.5% |
| All | +763.1% | +221.7% | +541.5% | +281.2% |
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