+71.7%
TER vs ADM
+26.4%
+45.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -5.9% |
| 7D | +14.4% | +4.2% | +10.2% | +13.4% |
| 30D | -30.6% | -12.8% | -17.7% | -28.7% |
| 3M | -39.2% | -8.5% | -30.7% | -38.3% |
| 6M | -31.3% | -10.9% | -20.4% | -30.0% |
| YTD | +29.1% | +29.4% | -0.3% | +19.5% |
| 1Y | +47.4% | +27.5% | +19.9% | +36.8% |
| 3Y | +191.2% | +10.3% | +180.9% | +171.9% |
| All | +71.7% | +26.4% | +45.3% | +57.9% |
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