+141.5%
W vs ADM
+158.6%
-17.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +6.5% | -0.1% | +6.5% | +6.5% |
| 30D | -6.2% | +11.0% | -17.2% | -10.4% |
| 3M | +48.9% | +6.0% | +42.9% | +44.1% |
| 6M | +31.2% | +26.9% | +4.3% | +16.4% |
| YTD | -0.4% | +50.0% | -50.5% | -18.4% |
| 1Y | +14.8% | +39.6% | -24.8% | -3.4% |
| 3Y | +40.5% | +18.5% | +22.0% | +23.2% |
| 5Y | -62.1% | +62.6% | -124.7% | -73.8% |
| 10Y | +141.5% | +162.4% | -20.9% | +8.1% |
| All | +141.5% | +158.6% | -17.1% | +8.1% |
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