+25.4%
ADM vs AU
+381.3%
-355.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +2.8% |
| 7D | +4.2% | -7.2% | +11.4% | +4.6% |
| 30D | -12.8% | -2.9% | -10.0% | -12.8% |
| 3M | -8.5% | -8.7% | +0.2% | -8.3% |
| 6M | -10.9% | -14.1% | +3.2% | -10.6% |
| YTD | +29.4% | +4.8% | +24.6% | +27.0% |
| 1Y | +27.5% | +11.9% | +15.7% | +24.4% |
| 3Y | +10.3% | +513.8% | -503.5% | -8.4% |
| All | +25.4% | +381.3% | -355.9% | +0.6% |
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