+53.4%
T vs ADM
+24.5%
+29.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.0% | -9.0% | +10.1% | +2.3% |
| 30D | -10.6% | -14.0% | +3.4% | -8.7% |
| 3M | -7.7% | -9.2% | +1.4% | -6.5% |
| 6M | -13.3% | -9.2% | -4.2% | -12.2% |
| YTD | -8.8% | +24.2% | -33.0% | -11.7% |
| 1Y | -8.4% | +27.0% | -35.4% | -11.6% |
| 3Y | +59.6% | +6.6% | +53.0% | +55.0% |
| All | +53.4% | +24.5% | +29.0% | +43.8% |
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