+1,006.2%
TER vs ADM
+100.5%
+905.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | -8.9% | -1.8% | -7.1% | -8.2% |
| 30D | -39.1% | -13.3% | -25.8% | -35.9% |
| 3M | -32.8% | -13.4% | -19.4% | -29.5% |
| 6M | -31.7% | -9.6% | -22.1% | -29.9% |
| YTD | +26.9% | +23.0% | +3.9% | +13.4% |
| 1Y | +33.6% | +27.4% | +6.2% | +17.1% |
| 3Y | +181.5% | +5.7% | +175.8% | +156.0% |
| 5Y | +76.1% | +22.1% | +54.1% | +41.1% |
| 10Y | +1,006.2% | +106.0% | +900.2% | +502.2% |
| All | +1,006.2% | +100.5% | +905.7% | +502.2% |
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