+26.3%
ADM vs AR
+71.8%
-45.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -9.0% | -14.3% | +5.2% | -6.4% |
| 30D | -14.0% | +1.4% | -15.4% | -14.3% |
| 3M | -9.2% | +3.4% | -12.5% | -9.9% |
| 6M | -9.2% | -2.1% | -7.1% | -9.2% |
| YTD | +24.2% | +4.7% | +19.5% | +21.9% |
| 1Y | +27.0% | +10.6% | +16.4% | +23.0% |
| 3Y | +6.6% | +24.6% | -18.0% | -3.3% |
| All | +26.3% | +71.8% | -45.5% | +7.8% |
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