+37.4%
ADM vs AS
+125.3%
-87.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.1% |
| 7D | +0.7% | -3.6% | +4.3% | +0.8% |
| 30D | -14.7% | +3.4% | -18.1% | -14.8% |
| 3M | -10.4% | -8.6% | -1.8% | -10.2% |
| 6M | -10.9% | -10.0% | -0.9% | -10.8% |
| YTD | +26.0% | -19.2% | +45.2% | +26.5% |
| 1Y | +26.5% | -3.8% | +30.3% | +25.9% |
| All | +37.4% | +125.3% | -87.9% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling