-79.9%
TE vs ADM
+94.0%
-173.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.5% |
| 7D | -13.6% | +0.7% | -14.3% | -13.7% |
| 30D | -37.7% | -14.7% | -23.0% | -35.2% |
| 3M | -59.8% | -10.4% | -49.4% | -58.9% |
| 6M | -66.3% | -10.9% | -55.4% | -65.6% |
| YTD | -70.5% | +26.0% | -96.5% | -73.1% |
| 1Y | -48.8% | +26.5% | -75.3% | -53.6% |
| 3Y | +31.3% | +8.2% | +23.1% | +21.2% |
| 5Y | -82.0% | +24.0% | -106.0% | -83.0% |
| All | -79.9% | +94.0% | -173.9% | -81.3% |
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