+102.6%
ADM vs ALL
+367.3%
-264.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -7.8% | -3.9% | -4.0% | -6.4% |
| 30D | -12.6% | +10.6% | -23.2% | -16.1% |
| 3M | -8.2% | -4.6% | -3.7% | -6.9% |
| 6M | -8.9% | +20.2% | -29.1% | -16.3% |
| YTD | +24.0% | +23.7% | +0.3% | +11.7% |
| 1Y | +26.2% | +27.9% | -1.7% | +12.0% |
| 3Y | +7.0% | +109.2% | -102.2% | -27.1% |
| 5Y | +24.9% | +148.0% | -123.1% | -25.1% |
| 10Y | +102.6% | +363.8% | -261.1% | -7.6% |
| All | +102.6% | +367.3% | -264.7% | -7.6% |
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