+926.4%
ADM vs A
+557.8%
+368.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.8% | +1.4% | -3.2% | -2.1% |
| 30D | -13.3% | +4.3% | -17.6% | -14.1% |
| 3M | -13.4% | +19.8% | -33.1% | -16.6% |
| 6M | -9.6% | +54.4% | -64.0% | -17.5% |
| YTD | +23.0% | +31.7% | -8.7% | +15.4% |
| 1Y | +27.4% | +22.4% | +4.9% | +21.1% |
| 3Y | +5.7% | +67.7% | -62.0% | -6.8% |
| 5Y | +22.1% | +15.7% | +6.3% | +14.2% |
| 10Y | +106.0% | +308.7% | -202.7% | +51.7% |
| All | +926.4% | +557.8% | +368.6% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling