+122.2%
ADM vs P
+469.1%
-347.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.0% |
| 7D | -9.0% | -23.8% | +14.8% | -6.9% |
| 30D | -14.0% | -36.6% | +22.6% | -10.7% |
| 3M | -9.2% | +10.9% | -20.0% | -11.0% |
| 6M | -9.2% | +30.0% | -39.1% | -13.0% |
| YTD | +24.2% | +44.4% | -20.2% | +17.1% |
| 1Y | +27.0% | +3.9% | +23.0% | +22.9% |
| 3Y | +6.6% | +176.6% | -170.0% | -12.5% |
| 5Y | +25.0% | +249.3% | -224.3% | -3.4% |
| 10Y | +100.2% | +726.9% | -626.7% | +31.3% |
| All | +122.2% | +469.1% | -347.0% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling