+1,573.2%
ADM vs EXPD
+30,870.6%
-29,297.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | +0.4% |
| 7D | -7.5% | -4.8% | -2.7% | -6.7% |
| 30D | -14.3% | -1.5% | -12.8% | -14.1% |
| 3M | -8.6% | +4.1% | -12.7% | -9.5% |
| 6M | -9.9% | +24.0% | -33.9% | -13.8% |
| YTD | +25.1% | +27.4% | -2.3% | +18.3% |
| 1Y | +28.8% | +38.4% | -9.5% | +19.8% |
| 3Y | +6.9% | +73.2% | -66.3% | -6.0% |
| 5Y | +25.9% | +59.9% | -34.0% | +11.4% |
| 10Y | +101.7% | +319.9% | -218.2% | +48.3% |
| All | +1,573.2% | +30,870.6% | -29,297.4% | +714.2% |
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