+99.7%
ADM vs ALL
+370.9%
-271.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.0% |
| 7D | -9.0% | -1.9% | -7.1% | -8.4% |
| 30D | -14.0% | +13.8% | -27.8% | -18.4% |
| 3M | -9.2% | -7.0% | -2.2% | -6.8% |
| 6M | -9.2% | +18.0% | -27.2% | -15.9% |
| YTD | +24.2% | +24.2% | 0.0% | +11.8% |
| 1Y | +27.0% | +31.2% | -4.2% | +11.5% |
| 3Y | +6.6% | +107.5% | -100.9% | -27.0% |
| 5Y | +25.0% | +144.8% | -119.8% | -24.4% |
| All | +99.7% | +370.9% | -271.2% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling