+99.5%
U vs ADM
+6.1%
+93.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +36.6% | -9.0% | +45.6% | +37.0% |
| 30D | +13.3% | -14.0% | +27.3% | +13.9% |
| 3M | +26.2% | -9.2% | +35.3% | +26.4% |
| 6M | +88.7% | -9.2% | +97.9% | +88.7% |
| YTD | +16.6% | +24.2% | -7.6% | +13.2% |
| 1Y | +29.0% | +27.0% | +2.0% | +24.7% |
| 3Y | +99.5% | +6.6% | +92.9% | +90.2% |
| All | +99.5% | +6.1% | +93.4% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling