+35.9%
ADM vs PL
+28.1%
+7.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -0.9% |
| 7D | -9.0% | -6.8% | -2.2% | -8.9% |
| 30D | -14.0% | -29.3% | +15.3% | -13.5% |
| 3M | -9.2% | -44.8% | +35.6% | -8.3% |
| 6M | -9.2% | -68.4% | +59.2% | -7.5% |
| YTD | +24.2% | -36.4% | +60.6% | +24.1% |
| 1Y | +27.0% | +0.7% | +26.2% | +25.3% |
| 3Y | +6.6% | +455.3% | -448.7% | -2.5% |
| 5Y | +25.0% | +22.7% | +2.3% | +19.0% |
| All | +35.9% | +28.1% | +7.8% | +29.1% |
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 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