+1,558.2%
ADM vs AA
+231.6%
+1,326.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -1.6% |
| 7D | -7.8% | +4.8% | -12.6% | -8.9% |
| 30D | -12.6% | -0.6% | -11.9% | -12.7% |
| 3M | -8.2% | -16.3% | +8.0% | -4.8% |
| 6M | -8.9% | -33.4% | +24.5% | -1.4% |
| YTD | +24.0% | -20.7% | +44.7% | +26.8% |
| 1Y | +26.2% | +12.9% | +13.2% | +17.7% |
| 3Y | +7.0% | +75.7% | -68.7% | -16.3% |
| 5Y | +24.9% | -6.8% | +31.7% | +6.3% |
| 10Y | +102.6% | +53.6% | +49.0% | +24.8% |
| All | +1,558.2% | +231.6% | +1,326.6% | +616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling