+1,908.9%
ADM vs ALK
+839.9%
+1,069.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | 0.0% |
| 7D | +3.8% | -0.7% | +4.4% | +3.9% |
| 30D | +9.8% | -19.2% | +29.0% | +13.5% |
| 3M | +2.1% | -1.5% | +3.7% | +1.5% |
| 6M | +27.5% | -13.1% | +40.6% | +28.0% |
| YTD | +50.2% | -16.4% | +66.6% | +51.1% |
| 1Y | +40.6% | -33.1% | +73.7% | +46.2% |
| 3Y | +17.2% | +0.6% | +16.6% | +9.9% |
| 5Y | +61.9% | -26.4% | +88.3% | +57.1% |
| 10Y | +159.3% | -34.2% | +193.4% | +140.9% |
| All | +1,908.9% | +839.9% | +1,069.0% | +842.8% |
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