+624.4%
ADM vs MKTX
+1,445.7%
-821.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +11.0% | +1.0% | +10.1% | +10.8% |
| 3M | +6.0% | +41.3% | -35.3% | -1.8% |
| 6M | +26.9% | -11.3% | +38.3% | +28.5% |
| YTD | +50.0% | -8.6% | +58.6% | +50.8% |
| 1Y | +39.6% | -11.1% | +50.7% | +40.9% |
| 3Y | +18.5% | -24.5% | +43.0% | +21.0% |
| 5Y | +62.6% | -61.4% | +124.0% | +85.0% |
| 10Y | +162.4% | +6.8% | +155.6% | +127.1% |
| All | +624.4% | +1,445.7% | -821.3% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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