-10.0%
ADM vs IT
+24.8%
-34.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.2% | +2.2% |
| 7D | +0.1% | -6.8% | +7.0% | +0.6% |
| 30D | -11.8% | -0.6% | -11.2% | -11.1% |
| 3M | -11.3% | +3.1% | -14.4% | -10.8% |
| 6M | -10.0% | +25.5% | -35.5% | -9.9% |
| All | -10.0% | +24.8% | -34.8% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling