+106.0%
ADM vs AA
+45.1%
+60.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | 0.0% |
| 7D | -1.8% | +1.2% | -3.1% | -2.1% |
| 30D | -13.3% | -5.0% | -8.2% | -12.6% |
| 3M | -13.4% | -22.2% | +8.9% | -9.8% |
| 6M | -9.6% | -36.3% | +26.7% | -3.2% |
| YTD | +23.0% | -24.2% | +47.2% | +26.2% |
| 1Y | +27.4% | +3.9% | +23.5% | +22.6% |
| 3Y | +5.7% | +67.6% | -61.9% | -12.0% |
| 5Y | +22.1% | -8.8% | +30.9% | +8.7% |
| 10Y | +106.0% | +45.0% | +61.0% | +35.3% |
| All | +106.0% | +45.1% | +60.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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