+21.3%
ADM vs PSA
+28.0%
-6.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | -8.3% | +10.5% | -18.8% | -9.0% |
| 30D | -14.1% | +21.7% | -35.8% | -15.4% |
| 3M | -10.7% | +6.1% | -16.8% | -11.1% |
| 6M | -5.9% | +18.3% | -24.2% | -8.3% |
| YTD | +25.8% | +36.1% | -10.3% | +12.8% |
| 1Y | +21.3% | +29.3% | -8.0% | +11.8% |
| All | +21.3% | +28.0% | -6.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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