+19.1%
ADM vs AA
+75.5%
-56.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +3.8% | -0.7% | +4.5% | +3.8% |
| 30D | +9.8% | +5.0% | +4.8% | +9.0% |
| 3M | +2.1% | -35.8% | +38.0% | +7.0% |
| 6M | +27.5% | -18.4% | +45.9% | +29.2% |
| YTD | +50.2% | -5.5% | +55.7% | +48.9% |
| 1Y | +40.6% | +61.0% | -20.4% | +29.1% |
| All | +19.1% | +75.5% | -56.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling