+171.0%
W vs ADM
+11.2%
+159.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | 0.0% |
| 7D | +0.2% | +4.2% | -4.0% | -0.4% |
| 30D | +6.8% | -12.8% | +19.7% | +8.7% |
| 3M | +10.7% | -8.5% | +19.1% | +11.6% |
| 6M | +86.3% | -10.9% | +97.3% | +88.3% |
| YTD | +11.5% | +29.4% | -18.0% | +1.9% |
| 1Y | +5.1% | +27.5% | -22.4% | -3.6% |
| 3Y | +171.0% | +10.3% | +160.7% | +153.0% |
| All | +171.0% | +11.2% | +159.8% | +153.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling