+6.6%
ADM vs EXEL
+231.1%
-224.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -9.0% | +0.3% | -9.3% | -9.1% |
| 30D | -14.0% | +19.0% | -33.0% | -14.7% |
| 3M | -9.2% | +33.3% | -42.4% | -10.4% |
| 6M | -9.2% | +42.9% | -52.0% | -10.7% |
| YTD | +24.2% | +58.7% | -34.5% | +21.3% |
| 1Y | +27.0% | +70.5% | -43.6% | +23.5% |
| 3Y | +6.6% | +233.8% | -227.2% | -3.3% |
| All | +6.6% | +231.1% | -224.5% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling