+65.3%
T vs ADM
+158.6%
-93.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -0.1% | -1.5% | -1.5% |
| 30D | +7.6% | +11.0% | -3.4% | +4.3% |
| 3M | +15.3% | +6.0% | +9.3% | +13.1% |
| 6M | -8.5% | +26.9% | -35.4% | -15.2% |
| YTD | +6.8% | +50.0% | -43.2% | -6.2% |
| 1Y | -7.2% | +39.6% | -46.8% | -17.0% |
| 3Y | +108.2% | +18.5% | +89.7% | +91.9% |
| 5Y | +66.1% | +62.6% | +3.5% | +27.3% |
| 10Y | +65.3% | +162.4% | -97.1% | -4.6% |
| All | +65.3% | +158.6% | -93.3% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling