+64.2%
ADM vs COMP
-31.2%
+95.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.3% |
| 7D | +3.8% | +1.4% | +2.4% | +3.7% |
| 30D | +9.8% | -13.3% | +23.1% | +9.9% |
| 3M | +2.1% | +41.1% | -39.0% | +1.5% |
| 6M | +27.5% | +17.2% | +10.3% | +26.9% |
| YTD | +50.2% | +5.2% | +45.0% | +49.8% |
| 1Y | +40.6% | +18.9% | +21.7% | +39.6% |
| 3Y | +17.2% | +215.9% | -198.7% | +12.3% |
| All | +64.2% | -31.2% | +95.4% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling