+23.5%
ADM vs AR
+98.1%
-74.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.0% |
| 7D | +0.1% | +2.1% | -2.0% | -0.3% |
| 30D | -11.8% | +4.5% | -16.3% | -12.7% |
| 3M | -11.3% | +1.0% | -12.3% | -11.7% |
| 6M | -10.0% | +4.4% | -14.4% | -11.1% |
| YTD | +25.9% | +10.9% | +15.0% | +22.2% |
| 1Y | +26.7% | +8.6% | +18.1% | +23.2% |
| 3Y | +8.1% | +48.5% | -40.4% | -5.7% |
| 5Y | +23.5% | +95.7% | -72.2% | +2.1% |
| All | +23.5% | +98.1% | -74.6% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling