+102.6%
ADM vs EXPD
+334.2%
-231.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.1% |
| 7D | -7.8% | -5.5% | -2.4% | -6.2% |
| 30D | -12.6% | -1.9% | -10.7% | -12.2% |
| 3M | -8.2% | +6.1% | -14.3% | -10.4% |
| 6M | -8.9% | +21.6% | -30.5% | -15.3% |
| YTD | +24.0% | +27.9% | -3.9% | +11.9% |
| 1Y | +26.2% | +39.4% | -13.2% | +10.1% |
| 3Y | +7.0% | +72.7% | -65.7% | -16.4% |
| 5Y | +24.9% | +60.3% | -35.5% | -1.4% |
| 10Y | +102.6% | +332.6% | -229.9% | -6.7% |
| All | +102.6% | +334.2% | -231.5% | -6.7% |
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