+72.2%
V vs ADM
+62.5%
+9.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -1.7% | +3.8% | -5.5% | -2.3% |
| 30D | +2.0% | +9.8% | -7.8% | +0.4% |
| 3M | +17.4% | +2.1% | +15.2% | +16.8% |
| 6M | +17.5% | +27.5% | -10.0% | +12.2% |
| YTD | +7.6% | +50.2% | -42.6% | -0.6% |
| 1Y | +7.7% | +40.6% | -32.9% | +0.6% |
| 3Y | +54.7% | +17.2% | +37.4% | +48.2% |
| All | +72.2% | +62.5% | +9.6% | +45.3% |
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