-11.4%
TEAM vs ADM
+6.1%
-17.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.7% | -15.4% | -16.2% |
| 7D | -19.8% | -9.0% | -10.8% | -20.2% |
| 30D | -21.5% | -14.0% | -7.5% | -22.1% |
| 3M | +39.5% | -9.2% | +48.6% | +38.9% |
| 6M | +73.1% | -9.2% | +82.2% | +72.0% |
| YTD | -5.2% | +24.2% | -29.4% | -6.0% |
| 1Y | -1.6% | +27.0% | -28.5% | -2.5% |
| 3Y | -11.4% | +6.6% | -18.1% | -14.1% |
| All | -11.4% | +6.1% | -17.5% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling