+621.5%
XYZ vs ADM
+118.6%
+503.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -0.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +11.6% | -11.8% | +23.4% | +17.1% |
| 3M | +8.4% | -11.3% | +19.7% | +13.0% |
| 6M | +17.2% | -10.0% | +27.2% | +20.4% |
| YTD | +31.7% | +25.9% | +5.8% | +15.2% |
| 1Y | +30.1% | +26.7% | +3.4% | +12.9% |
| 3Y | +66.4% | +8.1% | +58.3% | +48.6% |
| 5Y | -62.2% | +23.5% | -85.7% | -69.9% |
| 10Y | +621.5% | +128.2% | +493.3% | +260.8% |
| All | +621.5% | +118.6% | +503.0% | +260.8% |
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 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