+102.6%
ADM vs ALK
-37.5%
+140.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.4% |
| 7D | -7.8% | +8.9% | -16.7% | -9.3% |
| 30D | -12.6% | +5.9% | -18.5% | -13.7% |
| 3M | -8.2% | -16.5% | +8.3% | -5.8% |
| 6M | -8.9% | +2.1% | -11.0% | -10.9% |
| YTD | +24.0% | -17.1% | +41.1% | +24.6% |
| 1Y | +26.2% | -2.9% | +29.0% | +22.1% |
| 3Y | +7.0% | +24.5% | -17.5% | -7.9% |
| 5Y | +24.9% | -29.1% | +54.0% | +20.4% |
| 10Y | +102.6% | -39.1% | +141.8% | +68.9% |
| All | +102.6% | -37.5% | +140.1% | +68.9% |
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