+6,268.1%
SO vs ADM
+1,561.3%
+4,706.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.5% | -9.0% | +7.6% | +0.2% |
| 30D | +8.1% | -14.0% | +22.1% | +11.0% |
| 3M | +0.2% | -9.2% | +9.4% | +1.8% |
| 6M | +0.4% | -9.2% | +9.5% | +1.8% |
| YTD | +8.5% | +24.2% | -15.7% | +3.6% |
| 1Y | +4.9% | +27.0% | -22.0% | -0.2% |
| 3Y | +47.9% | +6.6% | +41.3% | +42.6% |
| 5Y | +75.7% | +25.0% | +50.7% | +63.1% |
| 10Y | +178.0% | +100.2% | +77.7% | +133.5% |
| All | +6,268.1% | +1,561.3% | +4,706.8% | +3,273.6% |
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