+3,310.4%
V vs ADM
+158.2%
+3,152.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +2.2% | -9.0% | +11.2% | +5.7% |
| 30D | +13.6% | -14.0% | +27.6% | +19.9% |
| 3M | +14.3% | -9.2% | +23.5% | +17.8% |
| 6M | +33.1% | -9.2% | +42.3% | +36.4% |
| YTD | +21.2% | +24.2% | -3.0% | +9.2% |
| 1Y | +26.4% | +27.0% | -0.5% | +12.7% |
| 3Y | +77.6% | +6.6% | +71.0% | +62.3% |
| 5Y | +102.6% | +25.0% | +77.6% | +67.7% |
| 10Y | +464.4% | +100.2% | +364.2% | +266.0% |
| All | +3,310.4% | +158.2% | +3,152.1% | +1,077.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling