+26.3%
ADM vs A
+15.4%
+11.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -9.0% | -0.1% | -9.0% | -9.0% |
| 30D | -14.0% | +3.4% | -17.3% | -14.6% |
| 3M | -9.2% | +23.8% | -33.0% | -13.0% |
| 6M | -9.2% | +49.0% | -58.2% | -16.6% |
| YTD | +24.2% | +29.4% | -5.2% | +17.3% |
| 1Y | +27.0% | +19.4% | +7.6% | +22.0% |
| 3Y | +6.6% | +66.2% | -59.6% | -8.2% |
| All | +26.3% | +15.4% | +11.0% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling