+103.0%
ADM vs AA
+55.5%
+47.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.2% |
| 7D | -9.0% | +0.9% | -9.9% | -9.2% |
| 30D | -14.0% | -6.7% | -7.3% | -13.0% |
| 3M | -9.2% | -16.3% | +7.2% | -6.6% |
| 6M | -9.2% | -37.1% | +28.0% | -2.5% |
| YTD | +24.2% | -25.0% | +49.2% | +27.7% |
| 1Y | +27.0% | +8.6% | +18.4% | +21.2% |
| 3Y | +6.6% | +57.2% | -50.6% | -10.1% |
| 5Y | +25.0% | -13.0% | +38.0% | +12.4% |
| All | +103.0% | +55.5% | +47.5% | +34.3% |
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