+543.0%
XYZ vs ADM
+159.1%
+383.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | +9.2% | -7.5% | +16.7% | +12.6% |
| 30D | +9.8% | -14.3% | +24.1% | +16.6% |
| 3M | -0.2% | -8.6% | +8.4% | +2.7% |
| 6M | +18.0% | -9.9% | +27.8% | +21.1% |
| YTD | +29.1% | +25.1% | +4.0% | +13.3% |
| 1Y | +14.1% | +28.8% | -14.7% | -1.8% |
| 3Y | +72.6% | +6.9% | +65.8% | +54.9% |
| 5Y | -64.6% | +25.9% | -90.5% | -72.0% |
| 10Y | +590.0% | +101.7% | +488.3% | +276.8% |
| All | +543.0% | +159.1% | +383.9% | +188.1% |
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