+36.4%
ADM vs AS
+133.7%
-97.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.5% |
| 7D | -7.5% | +7.1% | -14.6% | -7.7% |
| 30D | -14.3% | +12.8% | -27.1% | -14.5% |
| 3M | -8.6% | -14.7% | +6.1% | -8.1% |
| 6M | -9.9% | -9.9% | +0.1% | -9.6% |
| YTD | +25.1% | -16.1% | +41.2% | +25.5% |
| 1Y | +28.8% | +0.2% | +28.7% | +28.1% |
| All | +36.4% | +133.7% | -97.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling