+1,906.3%
ADM vs PPG
+2,691.0%
-784.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.8% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +11.0% | -7.8% | +18.8% | +14.3% |
| 3M | +6.0% | -2.2% | +8.2% | +6.0% |
| 6M | +26.9% | +4.1% | +22.8% | +22.8% |
| YTD | +50.0% | +9.1% | +40.9% | +42.0% |
| 1Y | +39.6% | +1.0% | +38.6% | +35.7% |
| 3Y | +18.5% | -13.3% | +31.8% | +20.3% |
| 5Y | +62.6% | -19.2% | +81.8% | +64.3% |
| 10Y | +162.4% | +25.9% | +136.5% | +115.1% |
| All | +1,906.3% | +2,691.0% | -784.8% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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