+1,277.8%
ADM vs IT
+6,189.1%
-4,911.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.8% | -7.5% | +5.7% | -0.6% |
| 30D | -13.3% | -1.2% | -12.1% | -13.2% |
| 3M | -13.4% | -2.2% | -11.2% | -13.6% |
| 6M | -9.6% | +19.1% | -28.7% | -13.6% |
| YTD | +23.0% | -25.1% | +48.1% | +25.5% |
| 1Y | +27.4% | -17.4% | +44.7% | +27.8% |
| 3Y | +5.7% | -54.1% | +59.8% | +14.5% |
| 5Y | +22.1% | -42.7% | +64.7% | +25.7% |
| 10Y | +106.0% | +88.1% | +17.8% | +70.1% |
| All | +1,277.8% | +6,189.1% | -4,911.3% | +631.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling