+331.6%
ADM vs INDA
+115.1%
+216.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | +0.7% | +3.1% | +3.5% |
| 30D | +9.8% | -0.8% | +10.5% | +10.1% |
| 3M | +2.1% | +3.9% | -1.8% | +0.5% |
| 6M | +27.5% | -0.7% | +28.2% | +27.2% |
| YTD | +50.2% | -7.7% | +57.9% | +54.0% |
| 1Y | +40.6% | -5.1% | +45.7% | +42.4% |
| 3Y | +17.2% | +13.6% | +3.6% | +9.3% |
| 5Y | +61.9% | +7.8% | +54.1% | +53.1% |
| 10Y | +159.3% | +84.6% | +74.6% | +87.8% |
| All | +331.6% | +115.1% | +216.4% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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