+21.3%
ADM vs ALB
+4.7%
+16.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.0% | -0.1% |
| 7D | -8.3% | -2.1% | -6.2% | -8.1% |
| 30D | -14.1% | -9.0% | -5.1% | -13.5% |
| 3M | -10.7% | -21.1% | +10.4% | -9.3% |
| 6M | -5.9% | -49.9% | +44.0% | 0.0% |
| YTD | +25.8% | -32.3% | +58.1% | +30.7% |
| 1Y | +21.3% | +8.6% | +12.7% | +26.5% |
| All | +21.3% | +4.7% | +16.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling