+7.4%
ADM vs PPL
+56.9%
-49.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -7.5% | +1.0% | -8.6% | -7.8% |
| 30D | -14.3% | +6.8% | -21.1% | -15.9% |
| 3M | -8.6% | +3.9% | -12.4% | -9.7% |
| 6M | -9.9% | -2.0% | -7.8% | -9.3% |
| YTD | +25.1% | +5.3% | +19.8% | +22.3% |
| 1Y | +28.8% | +2.2% | +26.7% | +27.2% |
| All | +7.4% | +56.9% | -49.5% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling