+176.6%
ADM vs IT
+88.4%
+88.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | +1.4% | -9.1% | +10.5% | +3.0% |
| 30D | +8.2% | -12.2% | +20.4% | +10.5% |
| 3M | +8.7% | +7.8% | +0.9% | +5.7% |
| 6M | +29.1% | +2.0% | +27.1% | +26.1% |
| YTD | +53.7% | -32.7% | +86.4% | +63.0% |
| 1Y | +43.2% | -31.1% | +74.3% | +50.2% |
| 3Y | +21.4% | -52.1% | +73.5% | +34.2% |
| 5Y | +67.1% | -46.3% | +113.4% | +73.7% |
| 10Y | +176.6% | +91.4% | +85.2% | +96.9% |
| All | +176.6% | +88.4% | +88.1% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling