+6.6%
ADM vs AR
+19.9%
-13.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -9.0% | -14.3% | +5.2% | -7.2% |
| 30D | -14.0% | +1.4% | -15.4% | -14.2% |
| 3M | -9.2% | +3.4% | -12.5% | -9.6% |
| 6M | -9.2% | -2.1% | -7.1% | -9.1% |
| YTD | +24.2% | +4.7% | +19.5% | +22.8% |
| 1Y | +27.0% | +10.6% | +16.4% | +24.5% |
| 3Y | +6.6% | +24.6% | -18.0% | +0.5% |
| All | +6.6% | +19.9% | -13.3% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling