+19.1%
ADM vs A
+30.8%
-11.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +3.8% | -1.9% | +5.7% | +4.0% |
| 30D | +9.8% | +6.9% | +2.8% | +8.6% |
| 3M | +2.1% | +9.2% | -7.1% | +0.7% |
| 6M | +27.5% | +25.7% | +1.8% | +22.6% |
| YTD | +50.2% | +11.5% | +38.7% | +47.6% |
| 1Y | +40.6% | +18.4% | +22.2% | +36.2% |
| All | +19.1% | +30.8% | -11.7% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling