+126.6%
ADM vs AR
+57.4%
+69.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +4.2% | +7.4% | -3.2% | +3.2% |
| 30D | -12.8% | +5.8% | -18.6% | -13.5% |
| 3M | -8.5% | +5.2% | -13.7% | -9.2% |
| 6M | -10.9% | +5.4% | -16.4% | -11.7% |
| YTD | +29.4% | +12.4% | +17.0% | +26.7% |
| 1Y | +27.5% | +12.8% | +14.7% | +24.7% |
| 3Y | +10.3% | +47.2% | -36.8% | +2.3% |
| 5Y | +27.4% | +101.1% | -73.8% | +12.5% |
| All | +126.6% | +57.4% | +69.3% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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