+10.3%
ADM vs EXPD
+75.3%
-64.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.8% |
| 7D | +4.2% | +5.5% | -1.3% | +3.3% |
| 30D | -12.8% | -0.8% | -12.0% | -12.8% |
| 3M | -8.5% | +4.1% | -12.6% | -9.2% |
| 6M | -10.9% | +25.7% | -36.6% | -14.2% |
| YTD | +29.4% | +31.4% | -2.0% | +23.0% |
| 1Y | +27.5% | +42.2% | -14.6% | +19.5% |
| 3Y | +10.3% | +77.2% | -66.8% | -7.4% |
| All | +10.3% | +75.3% | -64.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling