+1,744.2%
TER vs ADM
+158.6%
+1,585.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +11.0% | -0.1% | +11.0% | +11.0% |
| 30D | -1.9% | +11.0% | -12.9% | -6.2% |
| 3M | -0.7% | +6.0% | -6.7% | -3.5% |
| 6M | +36.4% | +26.9% | +9.4% | +22.3% |
| YTD | +92.4% | +50.0% | +42.4% | +60.3% |
| 1Y | +213.5% | +39.6% | +173.9% | +166.3% |
| 3Y | +277.2% | +18.5% | +258.7% | +233.7% |
| 5Y | +219.1% | +62.6% | +156.6% | +125.9% |
| 10Y | +1,744.2% | +162.4% | +1,581.8% | +826.2% |
| All | +1,744.2% | +158.6% | +1,585.6% | +826.2% |
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 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