+502.9%
TEAM vs ADM
+171.4%
+331.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | -4.7% | +1.4% | -6.0% | -4.9% |
| 30D | +17.0% | +8.2% | +8.8% | +15.6% |
| 3M | +85.9% | +8.7% | +77.2% | +82.9% |
| 6M | +116.7% | +29.1% | +87.6% | +106.5% |
| YTD | +9.6% | +53.7% | -44.0% | +0.9% |
| 1Y | -2.5% | +43.2% | -45.8% | -9.3% |
| 3Y | -14.0% | +21.4% | -35.4% | -18.2% |
| 5Y | -53.1% | +67.1% | -120.2% | -58.6% |
| 10Y | +502.9% | +176.6% | +326.3% | +337.1% |
| All | +502.9% | +171.4% | +331.5% | +337.1% |
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