+6,242.0%
TGT vs ADM
+1,908.9%
+4,333.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.8% | +3.8% | -3.0% | -0.3% |
| 30D | +12.2% | +9.8% | +2.4% | +9.1% |
| 3M | +33.8% | +2.1% | +31.7% | +32.4% |
| 6M | +39.3% | +27.5% | +11.8% | +28.9% |
| YTD | +72.9% | +50.2% | +22.7% | +52.4% |
| 1Y | +84.6% | +40.6% | +44.0% | +65.4% |
| 3Y | +46.2% | +17.2% | +29.0% | +34.8% |
| 5Y | -21.3% | +61.9% | -83.2% | -34.6% |
| 10Y | +213.5% | +159.3% | +54.3% | +122.6% |
| All | +6,242.0% | +1,908.9% | +4,333.1% | +2,068.7% |
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 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