+2,926.4%
V vs ADM
+212.2%
+2,714.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -1.7% | +3.8% | -5.5% | -3.1% |
| 30D | +2.0% | +9.8% | -7.8% | -1.8% |
| 3M | +17.4% | +2.1% | +15.2% | +15.8% |
| 6M | +17.5% | +27.5% | -10.0% | +5.8% |
| YTD | +7.6% | +50.2% | -42.6% | -9.4% |
| 1Y | +7.7% | +40.6% | -32.9% | -7.4% |
| 3Y | +54.7% | +17.2% | +37.4% | +37.4% |
| 5Y | +73.0% | +61.9% | +11.2% | +29.7% |
| 10Y | +390.9% | +159.3% | +231.6% | +188.5% |
| All | +2,926.4% | +212.2% | +2,714.2% | +876.7% |
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 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