+1,573.2%
ADM vs PPL
+2,170.9%
-597.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -7.5% | +1.0% | -8.6% | -7.9% |
| 30D | -14.3% | +6.8% | -21.1% | -16.5% |
| 3M | -8.6% | +3.9% | -12.4% | -10.1% |
| 6M | -9.9% | -2.0% | -7.8% | -9.5% |
| YTD | +25.1% | +5.3% | +19.8% | +21.8% |
| 1Y | +28.8% | +2.2% | +26.7% | +26.9% |
| 3Y | +6.9% | +56.7% | -49.9% | -11.8% |
| 5Y | +25.9% | +49.1% | -23.2% | +5.2% |
| 10Y | +101.7% | +63.6% | +38.0% | +58.1% |
| All | +1,573.2% | +2,170.9% | -597.7% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling