+64.2%
ADM vs KEY
+40.7%
+23.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +3.8% | +2.2% | +1.6% | +3.3% |
| 30D | +9.8% | -3.0% | +12.8% | +10.3% |
| 3M | +2.1% | +3.3% | -1.2% | +1.4% |
| 6M | +27.5% | +9.2% | +18.3% | +25.0% |
| YTD | +50.2% | +10.6% | +39.6% | +46.6% |
| 1Y | +40.6% | +20.4% | +20.2% | +34.6% |
| 3Y | +17.2% | +121.8% | -104.6% | -3.7% |
| All | +64.2% | +40.7% | +23.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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