+1,573.2%
ADM vs ALK
+765.2%
+808.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -7.5% | +7.1% | -14.6% | -8.6% |
| 30D | -14.3% | -3.0% | -11.3% | -14.0% |
| 3M | -8.6% | -25.6% | +17.1% | -4.5% |
| 6M | -9.9% | +0.5% | -10.3% | -11.4% |
| YTD | +25.1% | -23.1% | +48.2% | +27.2% |
| 1Y | +28.8% | -7.5% | +36.4% | +26.5% |
| 3Y | +6.9% | +15.3% | -8.5% | -2.6% |
| 5Y | +25.9% | -34.8% | +60.7% | +24.5% |
| 10Y | +101.7% | -41.2% | +142.8% | +90.3% |
| All | +1,573.2% | +765.2% | +808.0% | +693.3% |
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