+35.4%
ADM vs AS
+134.9%
-99.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -9.0% | +6.9% | -16.0% | -9.2% |
| 30D | -14.0% | +16.0% | -30.0% | -14.3% |
| 3M | -9.2% | -12.8% | +3.7% | -8.8% |
| 6M | -9.2% | -15.4% | +6.2% | -8.7% |
| YTD | +24.2% | -15.7% | +40.0% | +24.6% |
| 1Y | +27.0% | +6.1% | +20.9% | +25.9% |
| All | +35.4% | +134.9% | -99.4% | +23.6% |
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