+123.7%
ADM vs P
+449.6%
-325.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.4% | +15.9% | +1.0% |
| 7D | -7.5% | -31.9% | +24.4% | -4.4% |
| 30D | -14.3% | -36.5% | +22.2% | -11.0% |
| 3M | -8.6% | +11.6% | -20.2% | -10.5% |
| 6M | -9.9% | +25.2% | -35.1% | -13.4% |
| YTD | +25.1% | +39.4% | -14.3% | +18.3% |
| 1Y | +28.8% | -3.7% | +32.5% | +25.6% |
| 3Y | +6.9% | +167.3% | -160.4% | -12.1% |
| 5Y | +25.9% | +237.3% | -211.5% | -2.4% |
| 10Y | +101.7% | +698.6% | -597.0% | +32.6% |
| All | +123.7% | +449.6% | -325.9% | +46.5% |
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 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