+18.6%
ADM vs ALLE
+42.6%
-24.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.9% |
| 3M | +2.1% | +21.0% | -18.9% | -1.8% |
| 6M | +27.5% | +1.1% | +26.4% | +27.5% |
| YTD | +50.2% | -0.5% | +50.7% | +50.3% |
| 1Y | +40.6% | -7.3% | +47.8% | +43.0% |
| All | +18.6% | +42.6% | -24.0% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling