+40.6%
ADM vs PL
+176.6%
-136.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | +3.8% | -9.3% | +13.1% | +3.8% |
| 30D | +9.8% | -18.9% | +28.7% | +9.7% |
| 3M | +2.1% | -58.4% | +60.5% | +2.2% |
| 6M | +27.5% | -30.3% | +57.8% | +27.6% |
| YTD | +50.2% | -8.1% | +58.3% | +50.0% |
| 1Y | +40.6% | +180.5% | -139.9% | +42.1% |
| All | +40.6% | +176.6% | -136.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling