+6.6%
ADM vs ALK
+16.0%
-9.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -9.0% | +9.0% | -18.1% | -9.3% |
| 30D | -14.0% | -1.6% | -12.3% | -14.0% |
| 3M | -9.2% | -23.2% | +14.0% | -8.4% |
| 6M | -9.2% | -3.9% | -5.3% | -9.6% |
| YTD | +24.2% | -22.6% | +46.8% | +25.0% |
| 1Y | +27.0% | -5.3% | +32.3% | +24.8% |
| 3Y | +6.6% | +18.6% | -12.0% | -3.4% |
| All | +6.6% | +16.0% | -9.4% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling