+1,228.3%
ADM vs M
+396.5%
+831.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | +3.8% | +4.7% | -1.0% | +3.0% |
| 30D | +9.8% | -9.6% | +19.4% | +11.5% |
| 3M | +2.1% | +0.9% | +1.3% | +1.5% |
| 6M | +27.5% | +22.3% | +5.2% | +22.1% |
| YTD | +50.2% | +6.5% | +43.7% | +46.8% |
| 1Y | +40.6% | +38.8% | +1.8% | +30.7% |
| 3Y | +17.2% | +115.9% | -98.7% | -3.8% |
| 5Y | +61.9% | +28.6% | +33.3% | +36.9% |
| 10Y | +159.3% | -2.5% | +161.8% | +98.4% |
| All | +1,228.3% | +396.5% | +831.8% | +585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling