+106.0%
ADM vs ALLY
+182.8%
-76.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.2% |
| 7D | -1.8% | -0.7% | -1.2% | -1.7% |
| 30D | -13.3% | +1.1% | -14.4% | -13.6% |
| 3M | -13.4% | -13.2% | -0.2% | -10.4% |
| 6M | -9.6% | -13.5% | +3.9% | -6.9% |
| YTD | +23.0% | -14.3% | +37.3% | +26.3% |
| 1Y | +27.4% | -1.1% | +28.5% | +25.6% |
| 3Y | +5.7% | +62.0% | -56.3% | -12.3% |
| 5Y | +22.1% | -9.6% | +31.7% | +15.6% |
| 10Y | +106.0% | +176.0% | -70.0% | +31.9% |
| All | +106.0% | +182.8% | -76.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling