+39.6%
ADM vs ALM
+347.8%
-308.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -9.0% | -0.1% |
| 7D | -0.1% | +8.4% | -8.5% | 0.0% |
| 30D | +11.0% | +34.8% | -23.8% | +11.0% |
| 3M | +6.0% | +16.2% | -10.2% | +5.9% |
| 6M | +26.9% | +2.1% | +24.8% | +26.8% |
| YTD | +50.0% | +117.0% | -67.0% | +51.0% |
| 1Y | +39.6% | +313.9% | -274.3% | +39.5% |
| All | +39.6% | +347.8% | -308.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling