+14,183.4%
TER vs ADM
+1,908.9%
+12,274.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.4% |
| 7D | +0.6% | +3.8% | -3.1% | -0.8% |
| 30D | -8.3% | +9.8% | -18.0% | -11.6% |
| 3M | -12.2% | +2.1% | -14.3% | -13.2% |
| 6M | +17.1% | +27.5% | -10.4% | +6.1% |
| YTD | +84.7% | +50.2% | +34.5% | +57.4% |
| 1Y | +199.9% | +40.6% | +159.3% | +159.3% |
| 3Y | +232.8% | +17.2% | +215.5% | +197.8% |
| 5Y | +198.6% | +61.9% | +136.7% | +132.7% |
| 10Y | +1,669.7% | +159.3% | +1,510.5% | +1,042.7% |
| All | +14,183.4% | +1,908.9% | +12,274.5% | +4,392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling