+158.1%
ADM vs M
-1.9%
+160.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +3.8% | +4.7% | -1.0% | +3.1% |
| 30D | +9.8% | -9.6% | +19.4% | +11.1% |
| 3M | +2.1% | +0.9% | +1.3% | +1.7% |
| 6M | +27.5% | +22.3% | +5.2% | +23.3% |
| YTD | +50.2% | +6.5% | +43.7% | +47.6% |
| 1Y | +40.6% | +38.8% | +1.8% | +32.8% |
| 3Y | +17.2% | +115.9% | -98.7% | -0.2% |
| 5Y | +61.9% | +28.6% | +33.3% | +41.4% |
| All | +158.1% | -1.9% | +160.0% | +81.4% |
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