+158.6%
ADM vs ALLE
+144.1%
+14.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +9.8% | -6.8% | +16.6% | +12.3% |
| 3M | +2.1% | +21.0% | -18.9% | -5.5% |
| 6M | +27.5% | +1.1% | +26.4% | +25.6% |
| YTD | +50.2% | -0.5% | +50.7% | +48.3% |
| 1Y | +40.6% | -7.3% | +47.8% | +42.3% |
| 3Y | +17.2% | +42.3% | -25.0% | -1.8% |
| 5Y | +61.9% | +13.5% | +48.4% | +46.1% |
| All | +158.6% | +144.1% | +14.4% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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