+106.0%
ADM vs A
+312.5%
-206.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.8% | +1.4% | -3.2% | -2.3% |
| 30D | -13.3% | +4.3% | -17.6% | -14.5% |
| 3M | -13.4% | +19.8% | -33.1% | -18.3% |
| 6M | -9.6% | +54.4% | -64.0% | -21.7% |
| YTD | +23.0% | +31.7% | -8.7% | +11.5% |
| 1Y | +27.4% | +22.4% | +4.9% | +18.1% |
| 3Y | +5.7% | +67.7% | -62.0% | -15.2% |
| 5Y | +22.1% | +15.7% | +6.3% | +10.0% |
| 10Y | +106.0% | +308.7% | -202.7% | +17.2% |
| All | +106.0% | +312.5% | -206.5% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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