+7.4%
ADM vs PL
+403.1%
-395.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.1% | +9.6% | -0.4% |
| 7D | -7.5% | -20.5% | +13.0% | -7.3% |
| 30D | -14.3% | -38.8% | +24.5% | -13.9% |
| 3M | -8.6% | -49.1% | +40.5% | -8.1% |
| 6M | -9.9% | -69.4% | +59.5% | -9.0% |
| YTD | +25.1% | -42.3% | +67.4% | +25.0% |
| 1Y | +28.8% | -14.2% | +43.0% | +27.8% |
| All | +7.4% | +403.1% | -395.7% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling