+37.8%
ADM vs PL
+46.3%
-8.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | +0.1% | +13.4% | -13.2% | -0.1% |
| 30D | -11.8% | -10.2% | -1.7% | -11.7% |
| 3M | -11.3% | -39.5% | +28.2% | -10.6% |
| 6M | -10.0% | -65.7% | +55.7% | -8.5% |
| YTD | +25.9% | -27.3% | +53.2% | +25.5% |
| 1Y | +26.7% | +15.0% | +11.7% | +24.7% |
| 3Y | +8.1% | +560.8% | -552.7% | -1.5% |
| 5Y | +23.5% | +38.4% | -14.9% | +17.6% |
| All | +37.8% | +46.3% | -8.6% | +30.5% |
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