+64.2%
ADM vs EXPD
+61.6%
+2.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | +9.8% | +4.1% | +5.7% | +8.8% |
| 3M | +2.1% | +17.9% | -15.8% | -1.5% |
| 6M | +27.5% | +29.2% | -1.7% | +20.3% |
| YTD | +50.2% | +27.4% | +22.9% | +41.4% |
| 1Y | +40.6% | +56.8% | -16.2% | +25.3% |
| 3Y | +17.2% | +68.0% | -50.8% | +1.0% |
| All | +64.2% | +61.6% | +2.7% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling