+120.6%
ADM vs AA
+44.7%
+76.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.7% | +5.3% | -4.6% | -0.3% |
| 30D | -14.7% | -2.3% | -12.4% | -14.5% |
| 3M | -10.4% | -20.8% | +10.4% | -7.0% |
| 6M | -10.9% | -39.8% | +28.9% | -3.7% |
| YTD | +26.0% | -23.3% | +49.3% | +29.0% |
| 1Y | +26.5% | +1.8% | +24.6% | +22.4% |
| 3Y | +8.2% | +69.5% | -61.3% | -10.1% |
| 5Y | +24.0% | -18.0% | +42.0% | +13.0% |
| All | +120.6% | +44.7% | +76.0% | +44.5% |
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