+102.6%
ADM vs ALLE
+233.6%
-131.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.1% |
| 7D | -7.8% | -0.6% | -7.2% | -7.6% |
| 30D | -12.6% | +26.6% | -39.2% | -19.6% |
| 3M | -8.2% | +13.2% | -21.4% | -12.5% |
| 6M | -8.9% | +42.9% | -51.8% | -20.7% |
| YTD | +24.0% | +21.0% | +3.0% | +14.0% |
| 1Y | +26.2% | +15.2% | +11.0% | +18.2% |
| 3Y | +7.0% | +95.6% | -88.6% | -20.7% |
| 5Y | +24.9% | +53.4% | -28.6% | 0.0% |
| 10Y | +102.6% | +221.5% | -118.8% | +34.8% |
| All | +102.6% | +233.6% | -131.0% | +34.8% |
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