+6.6%
ADM vs ALLE
+88.9%
-82.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -9.0% | -0.6% | -8.5% | -8.9% |
| 30D | -14.0% | +25.3% | -39.3% | -16.6% |
| 3M | -9.2% | +10.3% | -19.4% | -10.4% |
| 6M | -9.2% | +38.0% | -47.2% | -14.0% |
| YTD | +24.2% | +17.8% | +6.4% | +21.4% |
| 1Y | +27.0% | +13.6% | +13.4% | +25.2% |
| 3Y | +6.6% | +89.2% | -82.6% | -7.8% |
| All | +6.6% | +88.9% | -82.3% | -7.8% |
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 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