+1,561.3%
ADM vs KEY
+981.5%
+579.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -9.0% | -1.3% | -7.7% | -8.7% |
| 30D | -14.0% | +5.1% | -19.1% | -15.1% |
| 3M | -9.2% | -7.1% | -2.0% | -7.6% |
| 6M | -9.2% | -4.4% | -4.8% | -8.5% |
| YTD | +24.2% | +4.0% | +20.2% | +22.1% |
| 1Y | +27.0% | +23.4% | +3.6% | +19.4% |
| 3Y | +6.6% | +113.9% | -107.3% | -15.1% |
| 5Y | +25.0% | +12.3% | +12.6% | +12.1% |
| 10Y | +100.2% | +125.5% | -25.2% | +41.9% |
| All | +1,561.3% | +981.5% | +579.8% | +466.2% |
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