+80.8%
ADM vs EXE
+192.2%
-111.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | +11.0% | +6.4% | +4.6% | +9.3% |
| 3M | +6.0% | +9.2% | -3.2% | +3.5% |
| 6M | +26.9% | -7.0% | +33.9% | +28.7% |
| YTD | +50.0% | -9.5% | +59.5% | +52.5% |
| 1Y | +39.6% | +6.2% | +33.4% | +35.2% |
| 3Y | +18.5% | +20.7% | -2.2% | +8.3% |
| 5Y | +62.6% | +103.6% | -41.1% | +29.0% |
| All | +80.8% | +192.2% | -111.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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