+1,908.9%
ADM vs EXPD
+30,859.1%
-28,950.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 6M | +27.5% | +29.2% | -1.7% | +20.9% |
| YTD | +50.2% | +27.4% | +22.9% | +42.2% |
| 1Y | +40.6% | +56.8% | -16.2% | +27.3% |
| 3Y | +17.2% | +68.0% | -50.8% | +3.9% |
| 5Y | +61.9% | +61.9% | 0.0% | +43.0% |
| 10Y | +159.3% | +316.0% | -156.7% | +91.2% |
| All | +1,908.9% | +30,859.1% | -28,950.2% | +878.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling