+106.0%
ADM vs P
+691.2%
-585.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -1.8% | -13.3% | +11.5% | -0.7% |
| 30D | -13.3% | -34.0% | +20.7% | -10.1% |
| 3M | -13.4% | +4.1% | -17.4% | -14.6% |
| 6M | -9.6% | +30.5% | -40.1% | -13.6% |
| YTD | +23.0% | +52.2% | -29.2% | +15.1% |
| 1Y | +27.4% | +10.3% | +17.1% | +22.4% |
| 3Y | +5.7% | +180.9% | -175.2% | -14.5% |
| 5Y | +22.1% | +259.7% | -237.6% | -7.7% |
| 10Y | +106.0% | +652.6% | -546.7% | +24.5% |
| All | +106.0% | +691.2% | -585.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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