+10.3%
ADM vs AA
+67.6%
-57.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +2.9% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | -12.8% | -0.6% | -12.2% | -12.9% |
| 3M | -8.5% | -19.7% | +11.2% | -6.4% |
| 6M | -10.9% | -41.6% | +30.7% | -6.1% |
| YTD | +29.4% | -24.6% | +54.1% | +31.4% |
| 1Y | +27.5% | +4.9% | +22.7% | +24.0% |
| 3Y | +10.3% | +66.8% | -56.5% | -5.0% |
| All | +10.3% | +67.6% | -57.2% | -5.0% |
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