+26.3%
ADM vs EXEL
+260.1%
-233.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.0% |
| 3M | -9.2% | +33.3% | -42.4% | -11.0% |
| 6M | -9.2% | +42.9% | -52.0% | -11.5% |
| YTD | +24.2% | +58.7% | -34.5% | +19.9% |
| 1Y | +27.0% | +70.5% | -43.6% | +21.9% |
| 3Y | +6.6% | +233.8% | -227.2% | -5.8% |
| All | +26.3% | +260.1% | -233.8% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling