+103.6%
ADM vs ALC
+31.8%
+71.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -9.0% | +4.9% | -13.9% | -10.1% |
| 30D | -14.0% | +19.0% | -32.9% | -17.8% |
| 3M | -9.2% | +7.8% | -16.9% | -11.1% |
| 6M | -9.2% | +14.6% | -23.7% | -12.8% |
| YTD | +24.2% | -4.4% | +28.7% | +24.4% |
| 1Y | +27.0% | +1.4% | +25.6% | +24.9% |
| 3Y | +6.6% | +2.5% | +4.1% | +1.6% |
| 5Y | +25.0% | -10.9% | +35.9% | +23.0% |
| All | +103.6% | +31.8% | +71.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling