-54.2%
W vs ADM
+24.5%
-78.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -3.6% | -9.0% | +5.4% | -2.0% |
| 30D | +7.0% | -14.0% | +20.9% | +9.6% |
| 3M | +7.4% | -9.2% | +16.5% | +8.6% |
| 6M | +69.3% | -9.2% | +78.5% | +70.4% |
| YTD | +11.3% | +24.2% | -12.9% | +2.9% |
| 1Y | +13.2% | +27.0% | -13.8% | +4.0% |
| 3Y | +142.0% | +6.6% | +135.4% | +124.2% |
| All | -54.2% | +24.5% | -78.7% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling