+1,065.6%
ADM vs ALB
+2,214.8%
-1,149.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -9.0% | +9.1% | -18.1% | -10.9% |
| 30D | -14.0% | -3.4% | -10.6% | -13.4% |
| 3M | -9.2% | -20.6% | +11.4% | -4.7% |
| 6M | -9.2% | -48.2% | +39.0% | +4.7% |
| YTD | +24.2% | -29.2% | +53.5% | +30.6% |
| 1Y | +27.0% | +10.0% | +17.0% | +19.2% |
| 3Y | +6.6% | -12.9% | +19.5% | -3.0% |
| 5Y | +25.0% | -61.3% | +86.3% | +32.8% |
| 10Y | +100.2% | +35.8% | +64.4% | +36.9% |
| All | +1,065.6% | +2,214.8% | -1,149.1% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling