+37.3%
ADM vs AS
+131.9%
-94.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.4% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | -11.8% | +9.6% | -21.4% | -12.0% |
| 3M | -11.3% | -8.2% | -3.1% | -11.0% |
| 6M | -10.0% | -9.9% | -0.1% | -9.8% |
| YTD | +25.9% | -16.8% | +42.7% | +26.4% |
| 1Y | +26.7% | +3.0% | +23.7% | +25.7% |
| All | +37.3% | +131.9% | -94.7% | +25.3% |
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