+34.6%
ADM vs PL
+45.6%
-11.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.8% | +5.6% | -7.5% | -2.0% |
| 30D | -13.3% | -16.9% | +3.7% | -13.0% |
| 3M | -13.4% | -38.2% | +24.9% | -12.7% |
| 6M | -9.6% | -63.4% | +53.8% | -8.2% |
| YTD | +23.0% | -27.6% | +50.7% | +22.7% |
| 1Y | +27.4% | +6.6% | +20.8% | +25.6% |
| 3Y | +5.7% | +557.6% | -551.9% | -3.7% |
| 5Y | +22.1% | +39.5% | -17.4% | +16.3% |
| All | +34.6% | +45.6% | -11.0% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling