+27.5%
ADM vs IT
-15.8%
+43.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +4.2% | +1.1% | +3.1% | +4.1% |
| 30D | -12.8% | -1.8% | -11.0% | -12.4% |
| 3M | -8.5% | +4.8% | -13.3% | -8.1% |
| 6M | -10.9% | +33.0% | -43.9% | -10.8% |
| YTD | +29.4% | -23.8% | +53.3% | +29.5% |
| 1Y | +27.5% | -16.5% | +44.1% | +25.3% |
| All | +27.5% | -15.8% | +43.4% | +25.3% |
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