+444.2%
V vs ADM
+100.2%
+344.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.8% | -7.8% | +7.0% | +1.7% |
| 30D | +9.5% | -12.6% | +22.1% | +14.1% |
| 3M | +16.7% | -8.2% | +24.9% | +19.2% |
| 6M | +32.9% | -8.9% | +41.8% | +35.5% |
| YTD | +21.1% | +24.0% | -2.9% | +10.3% |
| 1Y | +26.6% | +26.2% | +0.5% | +14.5% |
| 3Y | +78.4% | +7.0% | +71.4% | +65.0% |
| 5Y | +105.5% | +24.9% | +80.6% | +68.6% |
| 10Y | +444.2% | +102.6% | +341.6% | +216.4% |
| All | +444.2% | +100.2% | +344.0% | +216.4% |
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