+67.2%
ADM vs AU
+673.1%
-606.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.6% |
| 7D | +3.0% | -7.0% | +10.0% | +3.4% |
| 30D | +8.7% | +7.3% | +1.4% | +8.1% |
| 3M | +7.6% | +33.2% | -25.6% | +5.3% |
| 6M | +26.9% | -0.6% | +27.5% | +26.1% |
| YTD | +54.3% | +26.2% | +28.1% | +50.1% |
| 1Y | +45.7% | +68.3% | -22.6% | +38.1% |
| 3Y | +21.9% | +592.1% | -570.2% | +0.7% |
| 5Y | +67.2% | +685.3% | -618.1% | +40.9% |
| All | +67.2% | +673.1% | -606.0% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling