+153.1%
ADM vs ALLY
+101.5%
+51.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -7.5% | -1.1% | -6.4% | -7.3% |
| 30D | -14.3% | +4.2% | -18.5% | -15.3% |
| 3M | -8.6% | -12.4% | +3.8% | -5.6% |
| 6M | -9.9% | -8.7% | -1.2% | -8.3% |
| YTD | +25.1% | -11.6% | +36.8% | +27.5% |
| 1Y | +28.8% | +0.2% | +28.7% | +26.6% |
| 3Y | +6.9% | +57.1% | -50.2% | -10.9% |
| 5Y | +25.9% | -6.8% | +32.7% | +17.6% |
| 10Y | +101.7% | +200.4% | -98.7% | +16.8% |
| All | +153.1% | +101.5% | +51.6% | +53.9% |
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 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