+22.1%
ADM vs ALLE
+53.5%
-31.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -13.3% | +25.9% | -39.2% | -17.5% |
| 3M | -13.4% | +14.9% | -28.2% | -16.0% |
| 6M | -9.6% | +42.1% | -51.7% | -17.1% |
| YTD | +23.0% | +20.4% | +2.6% | +17.4% |
| 1Y | +27.4% | +14.9% | +12.5% | +23.1% |
| 3Y | +5.7% | +90.1% | -84.4% | -12.9% |
| 5Y | +22.1% | +53.0% | -30.9% | +5.9% |
| All | +22.1% | +53.5% | -31.4% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling