+230.0%
ADM vs AR
-27.2%
+257.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.8% | +2.5% | +1.3% | +3.4% |
| 30D | +9.8% | +14.8% | -5.0% | +7.8% |
| 3M | +2.1% | +6.2% | -4.1% | +1.3% |
| 6M | +27.5% | +4.3% | +23.2% | +26.5% |
| YTD | +50.2% | +14.4% | +35.8% | +46.9% |
| 1Y | +40.6% | +21.3% | +19.3% | +36.1% |
| 3Y | +17.2% | +39.8% | -22.6% | +9.3% |
| 5Y | +61.9% | +142.1% | -80.2% | +39.3% |
| 10Y | +159.3% | +52.0% | +107.2% | +117.7% |
| All | +230.0% | -27.2% | +257.2% | +186.6% |
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