+196.2%
W vs ADM
+96.2%
+100.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -3.6% | -9.0% | +5.4% | +0.2% |
| 30D | +7.0% | -14.0% | +20.9% | +13.5% |
| 3M | +7.4% | -9.2% | +16.5% | +10.5% |
| 6M | +69.3% | -9.2% | +78.5% | +72.7% |
| YTD | +11.3% | +24.2% | -12.9% | -2.9% |
| 1Y | +13.2% | +27.0% | -13.8% | -2.5% |
| 3Y | +142.0% | +6.6% | +135.4% | +116.9% |
| 5Y | -54.6% | +25.0% | -79.6% | -64.7% |
| 10Y | +243.7% | +100.2% | +143.5% | +81.3% |
| All | +196.2% | +96.2% | +100.0% | +47.5% |
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