+106.0%
ADM vs EXEL
+363.4%
-257.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -13.3% | +17.9% | -31.2% | -14.6% |
| 3M | -13.4% | +33.3% | -46.6% | -15.7% |
| 6M | -9.6% | +46.6% | -56.2% | -12.9% |
| YTD | +23.0% | +61.0% | -38.0% | +17.2% |
| 1Y | +27.4% | +70.4% | -43.1% | +20.6% |
| 3Y | +5.7% | +236.1% | -230.4% | -8.0% |
| 5Y | +22.1% | +284.8% | -262.8% | +3.8% |
| 10Y | +106.0% | +348.4% | -242.4% | +76.5% |
| All | +106.0% | +363.4% | -257.5% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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