+1,248.6%
ADM vs ALL
+3,598.8%
-2,350.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.8% |
| 7D | -9.0% | -1.9% | -7.1% | -8.5% |
| 30D | -14.0% | +13.8% | -27.8% | -17.7% |
| 3M | -9.2% | -7.0% | -2.2% | -7.2% |
| 6M | -9.2% | +18.0% | -27.2% | -14.7% |
| YTD | +24.2% | +24.2% | 0.0% | +14.0% |
| 1Y | +27.0% | +31.2% | -4.2% | +14.3% |
| 3Y | +6.6% | +107.5% | -100.9% | -19.6% |
| 5Y | +25.0% | +144.8% | -119.8% | -12.5% |
| 10Y | +100.2% | +375.8% | -275.5% | +11.8% |
| All | +1,248.6% | +3,598.8% | -2,350.2% | +354.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling