+27.4%
ADM vs EXE
-20.6%
+48.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -13.3% | -0.3% | -12.9% | -13.2% |
| 3M | -13.4% | -9.3% | -4.0% | -12.7% |
| 6M | -9.6% | -7.2% | -2.4% | -9.1% |
| YTD | +23.0% | -18.9% | +41.9% | +24.3% |
| 1Y | +27.4% | -21.7% | +49.1% | +29.1% |
| All | +27.4% | -20.6% | +48.0% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling