+202.8%
TER vs ADM
+62.5%
+140.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | +3.8% | -3.1% | -0.2% |
| 30D | -8.3% | +9.8% | -18.0% | -10.3% |
| 3M | -12.2% | +2.1% | -14.3% | -12.8% |
| 6M | +17.1% | +27.5% | -10.4% | +9.9% |
| YTD | +84.7% | +50.2% | +34.5% | +66.3% |
| 1Y | +199.9% | +40.6% | +159.3% | +172.9% |
| 3Y | +232.8% | +17.2% | +215.5% | +212.3% |
| All | +202.8% | +62.5% | +140.3% | +160.7% |
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 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