+102.6%
ADM vs M
+3.7%
+98.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -1.2% |
| 7D | -7.8% | +2.5% | -10.4% | -8.2% |
| 30D | -12.6% | +10.1% | -22.6% | -13.8% |
| 3M | -8.2% | -0.9% | -7.3% | -8.5% |
| 6M | -8.9% | +30.2% | -39.1% | -12.7% |
| YTD | +24.0% | +16.3% | +7.7% | +20.1% |
| 1Y | +26.2% | +27.0% | -0.8% | +20.7% |
| 3Y | +7.0% | +154.5% | -147.5% | -11.0% |
| 5Y | +24.9% | -1.1% | +25.9% | +14.6% |
| 10Y | +102.6% | +0.5% | +102.1% | +41.7% |
| All | +102.6% | +3.7% | +98.9% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling