+64.2%
ADM vs PPL
+39.5%
+24.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +3.8% | +2.7% | +1.1% | +2.7% |
| 30D | +9.8% | +0.5% | +9.3% | +9.4% |
| 3M | +2.1% | +0.7% | +1.5% | +1.6% |
| 6M | +27.5% | -7.6% | +35.1% | +31.1% |
| YTD | +50.2% | +1.8% | +48.4% | +48.0% |
| 1Y | +40.6% | -0.8% | +41.3% | +39.9% |
| 3Y | +17.2% | +56.9% | -39.6% | -6.9% |
| All | +64.2% | +39.5% | +24.7% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling