+49.4%
ADM vs EXE
+155.8%
-106.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -7.8% | -3.9% | -3.9% | -6.9% |
| 30D | -12.6% | -2.6% | -10.0% | -12.1% |
| 3M | -8.2% | -6.9% | -1.4% | -6.7% |
| 6M | -8.9% | -9.3% | +0.4% | -7.0% |
| YTD | +24.0% | -20.7% | +44.7% | +30.1% |
| 1Y | +26.2% | -21.8% | +48.0% | +32.6% |
| 3Y | +7.0% | +16.2% | -9.2% | -1.8% |
| 5Y | +24.9% | +61.1% | -36.2% | +4.9% |
| All | +49.4% | +155.8% | -106.4% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling