+64.3%
ADM vs PL
+84.9%
-20.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | +3.8% | -9.3% | +13.1% | +3.9% |
| 30D | +9.8% | -18.9% | +28.7% | +10.1% |
| 3M | +2.1% | -58.4% | +60.5% | +3.7% |
| 6M | +27.5% | -30.3% | +57.8% | +27.7% |
| YTD | +50.2% | -8.1% | +58.3% | +49.2% |
| 1Y | +40.6% | +180.5% | -139.9% | +35.5% |
| 3Y | +17.2% | +444.1% | -426.9% | +7.9% |
| 5Y | +61.9% | +83.0% | -21.1% | +52.5% |
| All | +64.3% | +84.9% | -20.6% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling