-22.7%
U vs ADM
+81.4%
-104.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.9% |
| 7D | +2.6% | +4.2% | -1.6% | +2.1% |
| 30D | +27.6% | -12.8% | +40.4% | +29.5% |
| 3M | +15.3% | -8.5% | +23.8% | +16.3% |
| 6M | +96.4% | -10.9% | +107.3% | +98.3% |
| YTD | +19.6% | +29.4% | -9.9% | +13.9% |
| 1Y | +42.1% | +27.5% | +14.6% | +35.5% |
| 3Y | +87.5% | +10.3% | +77.2% | +79.2% |
| 5Y | -73.1% | +27.4% | -100.5% | -73.5% |
| All | -22.7% | +81.4% | -104.1% | -25.8% |
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