+25.4%
ADM vs PPL
+47.4%
-22.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.2% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -12.8% | +2.6% | -15.5% | -13.7% |
| 3M | -8.5% | +0.8% | -9.3% | -8.8% |
| 6M | -10.9% | +1.4% | -12.3% | -11.8% |
| YTD | +29.4% | +4.3% | +25.1% | +26.2% |
| 1Y | +27.5% | +0.8% | +26.8% | +26.2% |
| 3Y | +10.3% | +57.9% | -47.6% | -12.5% |
| All | +25.4% | +47.4% | -22.0% | +1.6% |
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