+1,573.2%
ADM vs KEY
+987.2%
+585.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.2% |
| 7D | -7.5% | -2.5% | -5.1% | -7.0% |
| 30D | -14.3% | +4.1% | -18.4% | -15.2% |
| 3M | -8.6% | -8.4% | -0.2% | -6.7% |
| 6M | -9.9% | -2.3% | -7.6% | -9.7% |
| YTD | +25.1% | +4.6% | +20.5% | +22.8% |
| 1Y | +28.8% | +24.6% | +4.3% | +20.9% |
| 3Y | +6.9% | +112.8% | -105.9% | -14.8% |
| 5Y | +25.9% | +12.9% | +12.9% | +12.8% |
| 10Y | +101.7% | +126.7% | -25.0% | +42.7% |
| All | +1,573.2% | +987.2% | +585.9% | +469.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling