+6.6%
ADM vs ALC
+2.3%
+4.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | -9.0% | +4.9% | -13.9% | -9.4% |
| 30D | -14.0% | +19.0% | -32.9% | -15.3% |
| 3M | -9.2% | +7.8% | -16.9% | -9.8% |
| 6M | -9.2% | +14.6% | -23.7% | -10.5% |
| YTD | +24.2% | -4.4% | +28.7% | +24.7% |
| 1Y | +27.0% | +1.4% | +25.6% | +26.3% |
| 3Y | +6.6% | +2.5% | +4.1% | +6.5% |
| All | +6.6% | +2.3% | +4.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling