+1,583.8%
ADM vs AA
+225.4%
+1,358.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.3% | +1.7% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -11.8% | -1.3% | -10.6% | -11.8% |
| 3M | -11.3% | -23.9% | +12.6% | -5.9% |
| 6M | -10.0% | -36.8% | +26.8% | -1.4% |
| YTD | +25.9% | -22.2% | +48.1% | +29.4% |
| 1Y | +26.7% | +10.4% | +16.3% | +18.9% |
| 3Y | +8.1% | +72.0% | -63.9% | -15.0% |
| 5Y | +23.5% | -15.6% | +39.1% | +8.0% |
| 10Y | +128.2% | +47.8% | +80.4% | +42.0% |
| All | +1,583.8% | +225.4% | +1,358.5% | +630.6% |
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