+1,872.1%
T vs ADM
+1,908.9%
-36.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | +3.8% | -5.0% | -2.2% |
| 30D | +11.4% | +9.8% | +1.6% | +8.7% |
| 3M | +14.3% | +2.1% | +12.2% | +13.5% |
| 6M | -9.3% | +27.5% | -36.8% | -15.1% |
| YTD | +7.1% | +50.2% | -43.1% | -4.0% |
| 1Y | -9.1% | +40.6% | -49.7% | -17.4% |
| 3Y | +105.3% | +17.2% | +88.1% | +90.6% |
| 5Y | +66.8% | +61.9% | +4.9% | +39.7% |
| 10Y | +66.8% | +159.3% | -92.5% | +21.5% |
| All | +1,872.1% | +1,908.9% | -36.8% | +655.9% |
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