+158.1%
ADM vs P
+705.1%
-547.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +3.8% | +6.5% | -2.8% | +3.1% |
| 30D | +9.8% | +18.8% | -9.1% | +7.6% |
| 3M | +2.1% | +26.7% | -24.6% | -0.9% |
| 6M | +27.5% | +62.2% | -34.7% | +20.1% |
| YTD | +50.2% | +48.5% | +1.7% | +42.2% |
| 1Y | +40.6% | +26.4% | +14.2% | +33.9% |
| 3Y | +17.2% | +159.4% | -142.2% | -3.1% |
| 5Y | +61.9% | +275.8% | -213.9% | +22.8% |
| All | +158.1% | +705.1% | -547.0% | +65.3% |
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