+199.8%
TER vs ADM
+40.7%
+159.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.5% |
| 7D | +0.6% | +3.8% | -3.2% | +1.3% |
| 30D | -8.3% | +9.8% | -18.1% | -6.6% |
| 3M | -12.2% | +2.1% | -14.4% | -11.9% |
| 6M | +17.0% | +27.5% | -10.5% | +26.2% |
| YTD | +84.6% | +50.2% | +34.4% | +115.1% |
| 1Y | +199.8% | +40.6% | +159.2% | +234.2% |
| All | +199.8% | +40.7% | +159.1% | +234.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling