-26.3%
U vs ADM
+72.4%
-98.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +24.4% | -1.8% | +26.2% | +24.6% |
| 30D | +7.4% | -13.3% | +20.6% | +9.0% |
| 3M | +16.8% | -13.4% | +30.2% | +18.4% |
| 6M | +78.8% | -9.6% | +88.4% | +79.8% |
| YTD | +14.0% | +23.0% | -9.1% | +9.2% |
| 1Y | +16.7% | +27.4% | -10.6% | +11.0% |
| 3Y | +86.4% | +5.7% | +80.7% | +78.8% |
| 5Y | -71.5% | +22.1% | -93.5% | -71.7% |
| All | -26.3% | +72.4% | -98.8% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling