+128.2%
ADM vs EXPD
+337.7%
-209.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.5% | +1.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | -11.8% | +0.6% | -12.4% | -12.2% |
| 3M | -11.3% | +9.8% | -21.1% | -14.4% |
| 6M | -10.0% | +25.8% | -35.8% | -17.3% |
| YTD | +25.9% | +31.3% | -5.4% | +12.6% |
| 1Y | +26.7% | +40.9% | -14.3% | +10.2% |
| 3Y | +8.1% | +74.7% | -66.6% | -15.8% |
| 5Y | +23.5% | +62.9% | -39.4% | -2.9% |
| 10Y | +128.2% | +334.3% | -206.1% | +8.3% |
| All | +128.2% | +337.7% | -209.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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