+63.8%
ADM vs AS
+120.4%
-56.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.2% |
| 7D | +3.8% | -4.9% | +8.7% | +3.9% |
| 30D | +9.8% | -19.6% | +29.4% | +10.4% |
| 3M | +2.1% | -14.4% | +16.5% | +2.5% |
| 6M | +27.5% | -20.1% | +47.6% | +28.1% |
| YTD | +50.2% | -20.9% | +71.1% | +50.9% |
| 1Y | +40.6% | -21.9% | +62.4% | +41.1% |
| All | +63.8% | +120.4% | -56.6% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling