+203.9%
ADM vs ALLY
+124.8%
+79.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.8% | +3.7% | +0.1% | +2.8% |
| 30D | +9.8% | -2.3% | +12.0% | +10.3% |
| 3M | +2.1% | +3.8% | -1.7% | +0.8% |
| 6M | +27.5% | +9.7% | +17.8% | +23.2% |
| YTD | +50.2% | -1.4% | +51.6% | +49.0% |
| 1Y | +40.6% | +8.2% | +32.4% | +35.3% |
| 3Y | +17.2% | +66.5% | -49.2% | -3.7% |
| 5Y | +61.9% | +1.2% | +60.7% | +48.1% |
| 10Y | +159.3% | +191.4% | -32.2% | +53.6% |
| All | +203.9% | +124.8% | +79.1% | +79.8% |
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