+1,309.5%
ADM vs ALB
+2,835.3%
-1,525.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.3% |
| 7D | +3.8% | -8.1% | +11.8% | +5.8% |
| 30D | +9.8% | +6.3% | +3.5% | +7.8% |
| 3M | +2.1% | -23.6% | +25.7% | +7.9% |
| 6M | +27.5% | -24.6% | +52.1% | +33.9% |
| YTD | +50.2% | -10.3% | +60.5% | +49.9% |
| 1Y | +40.6% | +61.5% | -20.9% | +19.5% |
| 3Y | +17.2% | -34.0% | +51.2% | +15.2% |
| 5Y | +61.9% | -44.6% | +106.5% | +57.2% |
| 10Y | +159.3% | +76.1% | +83.2% | +67.0% |
| All | +1,309.5% | +2,835.3% | -1,525.7% | +416.7% |
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