+176.6%
ADM vs EXEL
+378.5%
-201.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | +8.2% | +10.1% | -1.9% | +7.3% |
| 3M | +8.7% | +10.1% | -1.4% | +7.7% |
| 6M | +29.1% | +37.7% | -8.6% | +25.4% |
| YTD | +53.7% | +33.1% | +20.6% | +49.5% |
| 1Y | +43.2% | +52.4% | -9.1% | +37.4% |
| 3Y | +21.4% | +163.8% | -142.4% | +9.4% |
| 5Y | +67.1% | +198.5% | -131.4% | +47.5% |
| 10Y | +176.6% | +386.9% | -210.3% | +145.7% |
| All | +176.6% | +378.5% | -201.9% | +145.7% |
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