+1,056.5%
ADM vs AU
+783.5%
+273.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +11.0% | +12.8% | -1.7% | +9.5% |
| 3M | +6.0% | +28.5% | -22.5% | +2.9% |
| 6M | +26.9% | +4.8% | +22.1% | +25.0% |
| YTD | +50.0% | +31.0% | +19.1% | +43.8% |
| 1Y | +39.6% | +81.4% | -41.8% | +28.9% |
| 3Y | +18.5% | +618.4% | -599.9% | -6.9% |
| 5Y | +62.6% | +686.3% | -623.7% | +24.0% |
| 10Y | +162.4% | +664.5% | -502.1% | +87.2% |
| All | +1,056.5% | +783.5% | +273.1% | +652.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling