-65.3%
TEAM vs ADM
+24.5%
-89.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.7% | -15.4% | -16.1% |
| 7D | -19.8% | -9.0% | -10.8% | -19.2% |
| 30D | -21.5% | -14.0% | -7.5% | -20.5% |
| 3M | +39.5% | -9.2% | +48.6% | +40.4% |
| 6M | +73.1% | -9.2% | +82.2% | +73.6% |
| YTD | -5.2% | +24.2% | -29.4% | -9.4% |
| 1Y | -1.6% | +27.0% | -28.5% | -6.4% |
| 3Y | -11.4% | +6.6% | -18.1% | -13.9% |
| All | -65.3% | +24.5% | -89.8% | -68.9% |
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 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