+599.5%
XYZ vs ADM
+98.0%
+501.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +12.1% | -9.0% | +21.2% | +16.3% |
| 30D | +12.4% | -14.0% | +26.3% | +19.0% |
| 3M | +8.2% | -9.2% | +17.3% | +11.5% |
| 6M | +20.7% | -9.2% | +29.8% | +23.4% |
| YTD | +31.3% | +24.2% | +7.1% | +15.6% |
| 1Y | +20.5% | +27.0% | -6.5% | +4.5% |
| 3Y | +72.6% | +6.6% | +66.0% | +55.2% |
| 5Y | -64.0% | +25.0% | -89.0% | -71.6% |
| All | +599.5% | +98.0% | +501.5% | +263.9% |
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 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