+64.2%
ADM vs PAAS
+113.1%
-48.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +3.8% | -2.9% | +6.7% | +4.0% |
| 30D | +9.8% | +6.8% | +3.0% | +9.0% |
| 3M | +2.1% | -2.9% | +5.0% | +2.1% |
| 6M | +27.5% | -16.4% | +43.9% | +28.7% |
| YTD | +50.2% | 0.0% | +50.2% | +48.5% |
| 1Y | +40.6% | +54.3% | -13.7% | +32.9% |
| 3Y | +17.2% | +230.7% | -213.4% | -0.4% |
| All | +64.2% | +113.1% | -48.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling