+26.3%
ADM vs COMP
-17.6%
+43.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.4% | -0.8% |
| 7D | -9.0% | +13.4% | -22.5% | -9.2% |
| 30D | -14.0% | +11.1% | -25.1% | -14.1% |
| 3M | -9.2% | -18.8% | +9.7% | -9.0% |
| 6M | -9.2% | +10.5% | -19.7% | -9.5% |
| YTD | +24.2% | -3.4% | +27.6% | +23.9% |
| 1Y | +27.0% | +19.7% | +7.3% | +26.0% |
| 3Y | +6.6% | +381.6% | -375.0% | +0.6% |
| All | +26.3% | -17.6% | +43.9% | +20.3% |
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