+1,908.9%
ADM vs GEN
+8,838.8%
-6,930.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.5% |
| 7D | +3.8% | -1.2% | +5.0% | +3.9% |
| 30D | +9.8% | +10.1% | -0.4% | +8.7% |
| 3M | +2.1% | +16.1% | -14.0% | +0.5% |
| 6M | +27.5% | +38.9% | -11.3% | +23.0% |
| YTD | +50.2% | +14.4% | +35.8% | +47.4% |
| 1Y | +40.6% | +5.9% | +34.7% | +39.0% |
| 3Y | +17.2% | +58.8% | -41.6% | +10.9% |
| 5Y | +61.9% | +24.7% | +37.2% | +55.6% |
| 10Y | +159.3% | +163.1% | -3.8% | +128.1% |
| All | +1,908.9% | +8,838.8% | -6,930.0% | +1,046.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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