+56.0%
ADM vs EXE
+165.2%
-109.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | +4.2% | +5.3% | -1.1% | +2.8% |
| 30D | -12.8% | -2.2% | -10.6% | -12.4% |
| 3M | -8.5% | -5.9% | -2.6% | -7.2% |
| 6M | -10.9% | -5.7% | -5.2% | -9.9% |
| YTD | +29.4% | -17.8% | +47.3% | +34.6% |
| 1Y | +27.5% | -23.1% | +50.7% | +34.8% |
| 3Y | +10.3% | +21.2% | -10.8% | +0.2% |
| 5Y | +27.4% | +78.8% | -51.5% | +4.7% |
| All | +56.0% | +165.2% | -109.2% | +18.0% |
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