+47.3%
ADM vs COMP
-52.0%
+99.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | -12.8% | +16.6% | -29.4% | -13.1% |
| 3M | -8.5% | -23.5% | +15.1% | -8.2% |
| 6M | -10.9% | +25.7% | -36.6% | -11.5% |
| YTD | +29.4% | -3.4% | +32.8% | +29.1% |
| 1Y | +27.5% | +7.6% | +19.9% | +26.8% |
| 3Y | +10.3% | +423.6% | -413.2% | +3.7% |
| 5Y | +27.4% | -10.6% | +38.0% | +22.7% |
| All | +47.3% | -52.0% | +99.3% | +48.7% |
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