+843.8%
PM vs ADM
+166.0%
+677.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.2% | -9.0% | +3.8% | -2.5% |
| 30D | +2.7% | -14.0% | +16.7% | +7.5% |
| 3M | +6.1% | -9.2% | +15.3% | +8.9% |
| 6M | +18.0% | -9.2% | +27.2% | +20.8% |
| YTD | +26.6% | +24.2% | +2.4% | +16.7% |
| 1Y | +36.7% | +27.0% | +9.7% | +25.1% |
| 3Y | +146.0% | +6.6% | +139.4% | +129.9% |
| 5Y | +164.1% | +25.0% | +139.1% | +126.9% |
| 10Y | +238.8% | +100.2% | +138.6% | +138.1% |
| All | +843.8% | +166.0% | +677.8% | +341.3% |
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