+42.4%
ADM vs COMP
-56.6%
+99.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.2% | +7.6% | -0.4% |
| 7D | -7.5% | -1.8% | -5.7% | -7.5% |
| 30D | -14.3% | -0.8% | -13.5% | -14.3% |
| 3M | -8.6% | -28.1% | +19.5% | -8.2% |
| 6M | -9.9% | +27.0% | -36.9% | -10.5% |
| YTD | +25.1% | -12.8% | +37.9% | +25.0% |
| 1Y | +28.8% | +4.9% | +24.0% | +28.1% |
| 3Y | +6.9% | +321.0% | -314.2% | +1.0% |
| 5Y | +25.9% | -25.6% | +51.5% | +21.7% |
| All | +42.4% | -56.6% | +99.0% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling