+25.4%
ADM vs ALC
-9.1%
+34.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +2.3% |
| 7D | +4.2% | -1.1% | +5.3% | +4.3% |
| 30D | -12.8% | +16.0% | -28.9% | -14.7% |
| 3M | -8.5% | +0.8% | -9.3% | -8.6% |
| 6M | -10.9% | +16.8% | -27.7% | -13.2% |
| YTD | +29.4% | -5.5% | +34.9% | +30.0% |
| 1Y | +27.5% | -5.3% | +32.8% | +28.0% |
| 3Y | +10.3% | +4.1% | +6.3% | +7.2% |
| All | +25.4% | -9.1% | +34.5% | +21.4% |
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