+25.4%
ADM vs PAAS
+48.6%
-23.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | +4.2% | -8.9% | +13.1% | +4.9% |
| 30D | -12.8% | -11.4% | -1.4% | -12.2% |
| 3M | -8.5% | -20.4% | +12.0% | -7.2% |
| 6M | -10.9% | -40.7% | +29.8% | -7.7% |
| YTD | +29.4% | -26.9% | +56.4% | +30.7% |
| 1Y | +27.5% | -3.1% | +30.6% | +25.2% |
| 3Y | +10.3% | +199.3% | -188.9% | -6.7% |
| All | +25.4% | +48.6% | -23.2% | +15.4% |
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