+26.7%
ADM vs PR
+73.4%
-46.7%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -11.8% | -4.6% | -7.2% | -10.9% |
| 3M | -11.3% | +4.7% | -16.0% | -12.7% |
| 6M | -10.0% | +12.4% | -22.5% | -13.3% |
| YTD | +25.9% | +62.9% | -37.0% | +12.5% |
| 1Y | +26.7% | +70.6% | -43.9% | +12.1% |
| All | +26.7% | +73.4% | -46.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling