+106.0%
ADM vs ALL
+372.0%
-266.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.9% |
| 30D | -13.3% | +13.8% | -27.1% | -17.8% |
| 3M | -13.4% | -2.8% | -10.6% | -12.7% |
| 6M | -9.6% | +23.7% | -33.3% | -17.9% |
| YTD | +23.0% | +27.3% | -4.2% | +9.6% |
| 1Y | +27.4% | +30.5% | -3.2% | +12.1% |
| 3Y | +5.7% | +113.0% | -107.3% | -28.5% |
| 5Y | +22.1% | +157.6% | -135.5% | -28.0% |
| 10Y | +106.0% | +368.4% | -262.4% | -10.6% |
| All | +106.0% | +372.0% | -266.0% | -10.6% |
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