+197.4%
ADM vs ALLE
+260.9%
-63.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.4% |
| 3M | +2.1% | +21.0% | -18.9% | -5.8% |
| 6M | +27.5% | +1.1% | +26.4% | +25.4% |
| YTD | +50.2% | -0.5% | +50.7% | +48.2% |
| 1Y | +40.6% | -7.3% | +47.8% | +42.2% |
| 3Y | +17.2% | +42.3% | -25.0% | -2.3% |
| 5Y | +61.9% | +13.5% | +48.4% | +45.2% |
| 10Y | +159.3% | +144.0% | +15.2% | +63.3% |
| All | +197.4% | +260.9% | -63.4% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling