+154.7%
ADM vs ALLY
+98.6%
+56.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +1.9% |
| 7D | +0.1% | -2.8% | +2.9% | +0.8% |
| 30D | -11.8% | +1.9% | -13.7% | -12.3% |
| 3M | -11.3% | -12.1% | +0.8% | -8.4% |
| 6M | -10.0% | -9.0% | -1.0% | -8.3% |
| YTD | +25.9% | -12.9% | +38.8% | +28.8% |
| 1Y | +26.7% | -0.1% | +26.7% | +24.6% |
| 3Y | +8.1% | +64.6% | -56.4% | -11.1% |
| 5Y | +23.5% | -10.1% | +33.6% | +16.7% |
| 10Y | +128.2% | +176.7% | -48.5% | +36.1% |
| All | +154.7% | +98.6% | +56.1% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling