+176.6%
ADM vs AA
+121.9%
+54.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.8% |
| 7D | +1.4% | -0.6% | +2.0% | +1.5% |
| 30D | +8.2% | -1.6% | +9.8% | +8.3% |
| 3M | +8.7% | -29.8% | +38.5% | +15.0% |
| 6M | +29.1% | -16.6% | +45.7% | +31.3% |
| YTD | +53.7% | -4.0% | +57.7% | +51.5% |
| 1Y | +43.2% | +63.5% | -20.3% | +26.4% |
| 3Y | +21.4% | +86.8% | -65.3% | -0.6% |
| 5Y | +67.1% | +12.4% | +54.7% | +43.0% |
| 10Y | +176.6% | +132.3% | +44.3% | +62.8% |
| All | +176.6% | +121.9% | +54.7% | +62.8% |
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