+1,561.3%
ADM vs GEN
+8,588.0%
-7,026.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.5% |
| 7D | -9.0% | +2.3% | -11.3% | -9.2% |
| 30D | -14.0% | +33.1% | -47.0% | -16.4% |
| 3M | -9.2% | +6.5% | -15.6% | -10.0% |
| 6M | -9.2% | +53.8% | -62.9% | -13.4% |
| YTD | +24.2% | +11.2% | +13.0% | +21.9% |
| 1Y | +27.0% | +19.4% | +7.6% | +23.7% |
| 3Y | +6.6% | +81.0% | -74.4% | -0.7% |
| 5Y | +25.0% | +33.4% | -8.5% | +19.0% |
| 10Y | +100.2% | +164.3% | -64.0% | +75.6% |
| All | +1,561.3% | +8,588.0% | -7,026.7% | +847.7% |
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