+1,561.3%
ADM vs ALK
+770.6%
+790.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -9.0% | +9.0% | -18.1% | -10.4% |
| 30D | -14.0% | -1.6% | -12.3% | -13.9% |
| 3M | -9.2% | -23.2% | +14.0% | -5.6% |
| 6M | -9.2% | -3.9% | -5.3% | -10.0% |
| YTD | +24.2% | -22.6% | +46.8% | +26.1% |
| 1Y | +27.0% | -5.3% | +32.3% | +24.1% |
| 3Y | +6.6% | +18.6% | -12.0% | -3.3% |
| 5Y | +25.0% | -34.4% | +59.4% | +23.5% |
| 10Y | +100.2% | -40.8% | +141.0% | +88.8% |
| All | +1,561.3% | +770.6% | +790.7% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling