+106.0%
ADM vs PR
+65.1%
+40.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -1.8% | -9.5% | +7.7% | -1.1% |
| 30D | -13.3% | -5.7% | -7.6% | -12.9% |
| 3M | -13.4% | +3.0% | -16.3% | -13.6% |
| 6M | -9.6% | +11.8% | -21.4% | -10.5% |
| YTD | +23.0% | +58.5% | -35.5% | +18.3% |
| 1Y | +27.4% | +69.9% | -42.5% | +21.8% |
| 3Y | +5.7% | +84.9% | -79.2% | -0.3% |
| 5Y | +22.1% | +246.4% | -224.4% | +8.9% |
| 10Y | +106.0% | +70.3% | +35.7% | +88.7% |
| All | +106.0% | +65.1% | +40.9% | +88.7% |
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