+3,306.4%
V vs ADM
+157.7%
+3,148.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.8% | -7.8% | +7.0% | +2.2% |
| 30D | +9.5% | -12.6% | +22.1% | +14.9% |
| 3M | +16.7% | -8.2% | +24.9% | +19.7% |
| 6M | +32.9% | -8.9% | +41.8% | +36.1% |
| YTD | +21.1% | +24.0% | -2.9% | +9.1% |
| 1Y | +26.6% | +26.2% | +0.5% | +13.2% |
| 3Y | +78.4% | +7.0% | +71.4% | +62.7% |
| 5Y | +105.5% | +24.9% | +80.6% | +70.2% |
| 10Y | +444.2% | +102.6% | +341.6% | +251.3% |
| All | +3,306.4% | +157.7% | +3,148.7% | +1,076.8% |
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