+7.4%
ADM vs ALL
+117.0%
-109.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -14.7% | +12.8% | -27.5% | -16.0% |
| 3M | -10.4% | +4.7% | -15.1% | -11.1% |
| 6M | -10.9% | +24.9% | -35.9% | -13.5% |
| YTD | +26.0% | +30.0% | -4.0% | +21.5% |
| 1Y | +26.5% | +29.9% | -3.5% | +21.9% |
| All | +7.4% | +117.0% | -109.5% | -6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling