+40.0%
ADM vs COMP
-53.0%
+93.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -0.7% |
| 7D | -1.8% | +7.2% | -9.0% | -2.0% |
| 30D | -13.3% | +6.4% | -19.6% | -13.4% |
| 3M | -13.4% | -19.4% | +6.1% | -13.2% |
| 6M | -9.6% | +14.6% | -24.2% | -10.0% |
| YTD | +23.0% | -5.5% | +28.5% | +22.8% |
| 1Y | +27.4% | +13.7% | +13.7% | +26.5% |
| 3Y | +5.7% | +409.7% | -404.0% | -0.6% |
| 5Y | +22.1% | -17.0% | +39.1% | +17.8% |
| All | +40.0% | -53.0% | +93.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling