+157.5%
ADM vs PR
+147.8%
+9.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | -0.1% |
| 7D | -7.5% | -16.5% | +9.0% | -6.2% |
| 30D | -14.3% | -4.5% | -9.8% | -14.0% |
| 3M | -8.6% | +8.5% | -17.1% | -9.3% |
| 6M | -9.9% | -3.3% | -6.5% | -9.8% |
| YTD | +25.1% | +55.7% | -30.6% | +20.6% |
| 1Y | +28.8% | +82.0% | -53.2% | +22.6% |
| 3Y | +6.9% | +62.5% | -55.6% | +1.8% |
| 5Y | +25.9% | +223.9% | -198.1% | +12.9% |
| 10Y | +101.7% | +64.2% | +37.5% | +85.5% |
| All | +157.5% | +147.8% | +9.7% | +136.8% |
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