+54.6%
TER vs ADM
+24.5%
+30.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | -20.5% | -9.0% | -11.4% | -19.0% |
| 30D | -47.0% | -14.0% | -33.0% | -45.4% |
| 3M | -43.3% | -9.2% | -34.1% | -42.5% |
| 6M | -42.9% | -9.2% | -33.8% | -42.1% |
| YTD | +12.9% | +24.2% | -11.3% | +5.4% |
| 1Y | +18.2% | +27.0% | -8.8% | +9.5% |
| 3Y | +151.8% | +6.6% | +145.2% | +136.5% |
| All | +54.6% | +24.5% | +30.1% | +42.1% |
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