+64.2%
T vs ADM
+67.1%
-2.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | +4.6% | +8.2% | -3.6% | +3.4% |
| 3M | +12.2% | +8.7% | +3.5% | +10.8% |
| 6M | -6.5% | +29.1% | -35.5% | -9.9% |
| YTD | +4.9% | +53.7% | -48.8% | -1.6% |
| 1Y | -10.5% | +43.2% | -53.7% | -15.3% |
| 3Y | +104.6% | +21.4% | +83.2% | +95.7% |
| 5Y | +64.2% | +67.1% | -2.9% | +41.6% |
| All | +64.2% | +67.1% | -2.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling