+1,583.8%
ADM vs GAP
+2,180.4%
-596.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.6% |
| 7D | +0.1% | -9.3% | +9.5% | +1.6% |
| 30D | -11.8% | -5.5% | -6.3% | -11.2% |
| 3M | -11.3% | +3.5% | -14.8% | -12.2% |
| 6M | -10.0% | +0.7% | -10.7% | -11.1% |
| YTD | +25.9% | -13.4% | +39.3% | +26.5% |
| 1Y | +26.7% | -7.7% | +34.3% | +25.8% |
| 3Y | +8.1% | +74.4% | -66.3% | -8.3% |
| 5Y | +23.5% | +5.3% | +18.2% | +8.4% |
| 10Y | +128.2% | +4.7% | +123.6% | +79.8% |
| All | +1,583.8% | +2,180.4% | -596.5% | +536.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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