-68.0%
U vs ADM
+64.4%
-132.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.5% | -0.1% | +4.5% | +4.5% |
| 30D | -0.6% | +11.0% | -11.6% | -2.1% |
| 3M | +48.4% | +6.0% | +42.4% | +46.9% |
| 6M | +115.4% | +26.9% | +88.4% | +106.8% |
| YTD | -3.2% | +50.0% | -53.2% | -9.8% |
| 1Y | -6.0% | +39.6% | -45.6% | -11.6% |
| 3Y | +13.5% | +18.5% | -5.1% | +8.6% |
| 5Y | -68.0% | +62.6% | -130.6% | -70.7% |
| All | -68.0% | +64.4% | -132.4% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling