+209.2%
ADM vs PR
+169.5%
+39.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +3.8% | +2.9% | +0.9% | +3.5% |
| 30D | +9.8% | +18.0% | -8.3% | +8.3% |
| 3M | +2.1% | +16.9% | -14.7% | +0.8% |
| 6M | +27.5% | +28.2% | -0.7% | +24.9% |
| YTD | +50.2% | +69.3% | -19.1% | +43.8% |
| 1Y | +40.6% | +69.5% | -28.9% | +34.5% |
| 3Y | +17.2% | +81.7% | -64.5% | +10.7% |
| 5Y | +61.9% | +422.2% | -360.4% | +41.3% |
| 10Y | +159.3% | +110.4% | +48.9% | +140.1% |
| All | +209.2% | +169.5% | +39.7% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling