+22.1%
ADM vs ALK
-28.6%
+50.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.8% | +12.9% | -14.8% | -2.8% |
| 30D | -13.3% | +5.5% | -18.8% | -13.7% |
| 3M | -13.4% | -12.1% | -1.3% | -12.6% |
| 6M | -9.6% | +1.7% | -11.3% | -10.6% |
| YTD | +23.0% | -17.4% | +40.4% | +23.6% |
| 1Y | +27.4% | -1.9% | +29.3% | +24.8% |
| 3Y | +5.7% | +21.2% | -15.6% | -5.0% |
| 5Y | +22.1% | -27.8% | +49.9% | +18.6% |
| All | +22.1% | -28.6% | +50.7% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling