+908.1%
ADM vs PRU
+806.6%
+101.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +3.8% | +1.9% | +1.9% | +3.1% |
| 30D | +9.8% | +2.7% | +7.0% | +8.7% |
| 3M | +2.1% | +19.5% | -17.3% | -3.7% |
| 6M | +27.5% | +26.6% | +0.9% | +17.6% |
| YTD | +50.2% | +12.3% | +37.9% | +43.7% |
| 1Y | +40.6% | +18.0% | +22.5% | +32.1% |
| 3Y | +17.2% | +47.0% | -29.8% | +1.5% |
| 5Y | +61.9% | +48.4% | +13.5% | +38.4% |
| 10Y | +159.3% | +142.4% | +16.8% | +81.0% |
| All | +908.1% | +806.6% | +101.5% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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