+62.6%
ADM vs IT
-44.6%
+107.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.4% |
| 7D | -0.1% | -9.1% | +9.1% | +0.6% |
| 30D | +11.0% | -7.0% | +18.0% | +11.5% |
| 3M | +6.0% | +7.6% | -1.6% | +4.8% |
| 6M | +26.9% | +2.1% | +24.8% | +25.8% |
| YTD | +50.0% | -31.6% | +81.6% | +54.2% |
| 1Y | +39.6% | -29.9% | +69.5% | +42.8% |
| 3Y | +18.5% | -51.3% | +69.8% | +24.8% |
| 5Y | +62.6% | -44.8% | +107.4% | +61.2% |
| All | +62.6% | -44.6% | +107.2% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling