+21.3%
ADM vs ALL
+42.7%
-21.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.2% |
| 7D | -8.3% | +7.5% | -15.8% | -8.6% |
| 30D | -14.1% | +19.7% | -33.8% | -14.8% |
| 3M | -10.7% | +2.9% | -13.6% | -11.2% |
| 6M | -5.9% | +23.5% | -29.4% | -5.6% |
| YTD | +25.8% | +31.1% | -5.4% | +26.3% |
| 1Y | +21.3% | +40.5% | -19.2% | +17.1% |
| All | +21.3% | +42.7% | -21.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling