+28.4%
ADM vs PPL
+0.9%
+27.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -7.8% | -1.2% | -6.6% | -7.6% |
| 30D | -12.6% | +4.2% | -16.8% | -13.0% |
| 3M | -8.2% | +1.5% | -9.7% | -8.4% |
| 6M | -8.9% | +1.0% | -9.9% | -8.9% |
| YTD | +24.0% | +4.4% | +19.6% | +21.5% |
| All | +28.4% | +0.9% | +27.4% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling