+163.6%
W vs ADM
+137.3%
+26.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.4% |
| 7D | -4.2% | +3.8% | -7.9% | -5.8% |
| 30D | -7.6% | +9.8% | -17.3% | -11.5% |
| 3M | +37.2% | +2.1% | +35.0% | +34.7% |
| 6M | +26.3% | +27.5% | -1.2% | +11.1% |
| YTD | -1.0% | +50.2% | -51.2% | -19.7% |
| 1Y | +20.1% | +40.6% | -20.5% | -0.2% |
| 3Y | +37.8% | +17.2% | +20.6% | +20.4% |
| 5Y | -63.7% | +61.9% | -125.5% | -74.8% |
| 10Y | +156.3% | +159.3% | -2.9% | +20.7% |
| All | +163.6% | +137.3% | +26.3% | +21.9% |
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