+7.4%
ADM vs PR
+61.1%
-53.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.6% |
| 7D | -7.5% | -16.5% | +9.0% | -3.7% |
| 30D | -14.3% | -4.5% | -9.8% | -13.5% |
| 3M | -8.6% | +8.5% | -17.1% | -10.5% |
| 6M | -9.9% | -3.3% | -6.5% | -9.7% |
| YTD | +25.1% | +55.7% | -30.6% | +12.9% |
| 1Y | +28.8% | +82.0% | -53.2% | +12.4% |
| All | +7.4% | +61.1% | -53.8% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling