+21.5%
ADM vs AU
+604.2%
-582.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +1.4% | +0.6% | +0.7% | +1.3% |
| 30D | +8.2% | +12.3% | -4.1% | +7.6% |
| 3M | +8.7% | +29.4% | -20.6% | +7.2% |
| 6M | +29.1% | +3.2% | +25.9% | +28.4% |
| YTD | +53.7% | +31.8% | +21.8% | +49.9% |
| 1Y | +43.2% | +83.4% | -40.2% | +36.2% |
| All | +21.5% | +604.2% | -582.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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