+21.3%
ADM vs IT
-17.9%
+39.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.3% |
| 7D | -8.3% | -5.5% | -2.8% | -7.9% |
| 30D | -14.1% | +10.3% | -24.5% | -13.8% |
| 3M | -10.7% | +11.5% | -22.3% | -10.5% |
| 6M | -5.9% | +40.3% | -46.2% | -5.8% |
| YTD | +25.8% | -17.9% | +43.6% | +22.0% |
| 1Y | +21.3% | -8.8% | +30.1% | +19.4% |
| All | +21.3% | -17.9% | +39.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling