+533.2%
XYZ vs ADM
+211.1%
+322.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.0% | +3.8% | -4.7% | -2.6% |
| 30D | -1.7% | +9.8% | -11.5% | -5.8% |
| 3M | +16.7% | +2.1% | +14.6% | +14.8% |
| 6M | +26.9% | +27.5% | -0.6% | +12.0% |
| YTD | +27.1% | +50.2% | -23.1% | +4.0% |
| 1Y | +9.3% | +40.6% | -31.3% | -8.7% |
| 3Y | +42.3% | +17.2% | +25.0% | +25.1% |
| 5Y | -69.3% | +61.9% | -131.2% | -78.4% |
| 10Y | +586.8% | +159.3% | +427.5% | +237.7% |
| All | +533.2% | +211.1% | +322.2% | +164.4% |
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