+172.9%
ADM vs AR
-33.4%
+206.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.7% |
| 1Y | +27.0% | +10.6% | +16.4% | +24.4% |
| 3Y | +6.6% | +24.6% | -18.0% | +0.8% |
| 5Y | +25.0% | +71.9% | -46.9% | +11.8% |
| 10Y | +100.2% | +46.4% | +53.9% | +68.8% |
| All | +172.9% | -33.4% | +206.3% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling