+8,390.6%
PWR vs ADM
+768.4%
+7,622.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +3.6% | +3.8% | -0.2% | +2.0% |
| 30D | -8.6% | +9.8% | -18.3% | -12.2% |
| 3M | -13.2% | +2.1% | -15.3% | -14.3% |
| 6M | +9.9% | +27.5% | -17.6% | -1.6% |
| YTD | +48.0% | +50.2% | -2.2% | +23.5% |
| 1Y | +66.2% | +40.6% | +25.6% | +41.4% |
| 3Y | +195.1% | +17.2% | +177.9% | +158.1% |
| 5Y | +442.6% | +61.9% | +380.7% | +303.7% |
| 10Y | +2,334.2% | +159.3% | +2,175.0% | +1,361.9% |
| All | +8,390.6% | +768.4% | +7,622.2% | +3,657.1% |
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