+26.7%
ADM vs P
+17.1%
+9.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +2.2% |
| 7D | +0.1% | -4.7% | +4.8% | +0.2% |
| 30D | -11.8% | -31.4% | +19.6% | -10.6% |
| 3M | -11.3% | -2.6% | -8.7% | -11.7% |
| 6M | -10.0% | +21.9% | -32.0% | -11.6% |
| YTD | +25.9% | +58.9% | -33.0% | +21.6% |
| 1Y | +26.7% | +21.7% | +4.9% | +22.8% |
| All | +26.7% | +17.1% | +9.5% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling