+1,581.9%
ADM vs IP
+345.0%
+1,237.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -8.3% | +3.4% | -11.7% | -9.2% |
| 30D | -14.1% | +11.2% | -25.3% | -16.9% |
| 3M | -10.7% | -14.8% | +4.0% | -6.9% |
| 6M | -5.9% | +17.3% | -23.2% | -11.9% |
| YTD | +25.8% | -6.2% | +31.9% | +24.5% |
| 1Y | +21.3% | +2.3% | +18.9% | +16.7% |
| 3Y | +7.4% | +17.7% | -10.3% | -4.8% |
| 5Y | +27.0% | -8.4% | +35.5% | +19.9% |
| 10Y | +102.7% | +32.1% | +70.7% | +65.7% |
| All | +1,581.9% | +345.0% | +1,237.0% | +594.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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