+10.3%
ADM vs M
+158.0%
-147.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.7% |
| 7D | +4.2% | +7.0% | -2.8% | +3.9% |
| 30D | -12.8% | +8.9% | -21.7% | -13.2% |
| 3M | -8.5% | +4.5% | -13.0% | -8.7% |
| 6M | -10.9% | +36.2% | -47.1% | -12.6% |
| YTD | +29.4% | +15.1% | +14.3% | +28.2% |
| 1Y | +27.5% | +27.4% | +0.1% | +25.4% |
| 3Y | +10.3% | +160.1% | -149.8% | -2.0% |
| All | +10.3% | +158.0% | -147.6% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling