+64.2%
ADM vs ALC
-16.0%
+80.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +3.8% | -2.1% | +5.9% | +4.1% |
| 30D | +9.8% | -0.1% | +9.9% | +9.7% |
| 3M | +2.1% | +5.9% | -3.8% | +1.1% |
| 6M | +27.5% | -15.9% | +43.4% | +30.6% |
| YTD | +50.2% | -10.1% | +60.3% | +52.0% |
| 1Y | +40.6% | -10.2% | +50.8% | +42.1% |
| 3Y | +17.2% | -13.6% | +30.8% | +18.1% |
| All | +64.2% | -16.0% | +80.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling