+631.8%
TEAM vs ADM
+174.9%
+456.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.7% | -15.4% | -16.0% |
| 7D | -19.8% | -9.0% | -10.8% | -18.6% |
| 30D | -21.5% | -14.0% | -7.5% | -19.6% |
| 3M | +39.5% | -9.2% | +48.6% | +41.3% |
| 6M | +73.1% | -9.2% | +82.2% | +74.6% |
| YTD | -5.2% | +24.2% | -29.4% | -10.6% |
| 1Y | -1.6% | +27.0% | -28.5% | -7.6% |
| 3Y | -11.4% | +6.6% | -18.1% | -15.4% |
| 5Y | -65.1% | +25.0% | -90.1% | -68.1% |
| 10Y | +471.3% | +100.2% | +371.1% | +338.4% |
| All | +631.8% | +174.9% | +456.9% | +389.7% |
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