+1,132.6%
ADM vs PAAS
+1,235.6%
-103.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +3.8% | -2.9% | +6.7% | +4.0% |
| 30D | +9.8% | +6.8% | +3.0% | +8.9% |
| 3M | +2.1% | -2.9% | +5.0% | +2.0% |
| 6M | +27.5% | -16.4% | +43.9% | +28.6% |
| YTD | +50.2% | 0.0% | +50.2% | +48.3% |
| 1Y | +40.6% | +54.3% | -13.7% | +32.7% |
| 3Y | +17.2% | +230.7% | -213.4% | +0.8% |
| 5Y | +61.9% | +111.6% | -49.7% | +43.0% |
| 10Y | +159.3% | +211.7% | -52.4% | +108.7% |
| All | +1,132.6% | +1,235.6% | -103.0% | +774.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling