+126.6%
ADM vs ALK
-45.9%
+172.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.0% |
| 7D | +4.2% | -1.2% | +5.4% | +4.3% |
| 30D | -12.8% | +7.7% | -20.5% | -14.2% |
| 3M | -8.5% | -19.0% | +10.5% | -5.5% |
| 6M | -10.9% | -0.2% | -10.7% | -12.7% |
| YTD | +29.4% | -23.5% | +52.9% | +31.8% |
| 1Y | +27.5% | -9.1% | +36.7% | +24.8% |
| 3Y | +10.3% | +12.0% | -1.7% | -3.1% |
| 5Y | +27.4% | -30.9% | +58.2% | +22.7% |
| All | +126.6% | -45.9% | +172.6% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling