+147.7%
ADM vs ALLE
+331.3%
-183.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | -7.5% | 0.0% | -7.6% | -7.6% |
| 30D | -14.3% | +20.6% | -34.9% | -20.1% |
| 3M | -8.6% | +11.4% | -20.0% | -12.5% |
| 6M | -9.9% | +42.5% | -52.4% | -22.0% |
| YTD | +25.1% | +18.9% | +6.2% | +15.3% |
| 1Y | +28.8% | +14.2% | +14.7% | +20.6% |
| 3Y | +6.9% | +90.7% | -83.8% | -20.6% |
| 5Y | +25.9% | +52.5% | -26.6% | +0.2% |
| 10Y | +101.7% | +231.2% | -129.5% | +12.4% |
| All | +147.7% | +331.3% | -183.6% | +27.8% |
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 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