+28.4%
ADM vs AR
+6.0%
+22.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -7.8% | -10.5% | +2.7% | -6.2% |
| 30D | -12.6% | +1.3% | -13.9% | -12.8% |
| 3M | -8.2% | +4.8% | -13.0% | -8.8% |
| 6M | -8.9% | +1.2% | -10.1% | -9.2% |
| YTD | +24.0% | +5.5% | +18.5% | +23.7% |
| All | +28.4% | +6.0% | +22.4% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling