+126.6%
ADM vs PR
+86.0%
+40.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.6% |
| 7D | +4.2% | +6.0% | -1.8% | +3.7% |
| 30D | -12.8% | -4.2% | -8.6% | -12.6% |
| 3M | -8.5% | +10.0% | -18.4% | -9.3% |
| 6M | -10.9% | +15.6% | -26.5% | -12.1% |
| YTD | +29.4% | +68.2% | -38.8% | +23.9% |
| 1Y | +27.5% | +79.2% | -51.7% | +21.5% |
| 3Y | +10.3% | +94.9% | -84.6% | +3.7% |
| 5Y | +27.4% | +272.8% | -245.4% | +13.0% |
| All | +126.6% | +86.0% | +40.7% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling