+176.6%
ADM vs A
+236.6%
-60.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.9% | +2.8% |
| 7D | +1.4% | -4.4% | +5.8% | +2.7% |
| 30D | +8.2% | -2.7% | +10.9% | +8.9% |
| 3M | +8.7% | +7.0% | +1.7% | +6.0% |
| 6M | +29.1% | +24.6% | +4.5% | +19.1% |
| YTD | +53.7% | +7.0% | +46.6% | +48.6% |
| 1Y | +43.2% | +15.6% | +27.7% | +34.4% |
| 3Y | +21.4% | +29.9% | -8.5% | +5.7% |
| 5Y | +67.1% | -15.4% | +82.5% | +67.8% |
| 10Y | +176.6% | +248.9% | -72.3% | +65.2% |
| All | +176.6% | +236.6% | -60.0% | +65.2% |
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