+120.6%
ADM vs P
+666.7%
-546.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.3% |
| 7D | +0.7% | +17.8% | -17.1% | -0.9% |
| 30D | -14.7% | -29.9% | +15.2% | -12.1% |
| 3M | -10.4% | -1.2% | -9.3% | -11.2% |
| 6M | -10.9% | +32.1% | -43.1% | -14.9% |
| YTD | +26.0% | +64.3% | -38.3% | +16.9% |
| 1Y | +26.5% | +24.3% | +2.2% | +20.1% |
| 3Y | +8.2% | +203.2% | -195.0% | -13.2% |
| 5Y | +24.0% | +290.4% | -266.4% | -7.3% |
| All | +120.6% | +666.7% | -546.1% | +29.5% |
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