+26.7%
ADM vs COMP
+16.3%
+10.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.5% |
| 7D | +0.1% | +2.2% | -2.1% | +0.3% |
| 30D | -11.8% | +16.3% | -28.1% | -10.9% |
| 3M | -11.3% | -19.1% | +7.9% | -12.4% |
| 6M | -10.0% | +17.1% | -27.1% | -8.9% |
| YTD | +25.9% | -2.9% | +28.8% | +29.3% |
| 1Y | +26.7% | +8.8% | +17.9% | +29.6% |
| All | +26.7% | +16.3% | +10.3% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling