+176.6%
ADM vs PSA
+98.4%
+78.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.2% |
| 7D | +1.4% | -2.2% | +3.6% | +2.1% |
| 30D | +8.2% | -9.6% | +17.8% | +11.7% |
| 3M | +8.7% | -7.9% | +16.6% | +11.3% |
| 6M | +29.1% | -2.0% | +31.1% | +28.8% |
| YTD | +53.7% | +15.7% | +37.9% | +44.3% |
| 1Y | +43.2% | +5.8% | +37.5% | +38.7% |
| 3Y | +21.4% | +21.6% | -0.2% | +9.8% |
| 5Y | +67.1% | +13.1% | +54.0% | +52.4% |
| 10Y | +176.6% | +101.3% | +75.3% | +98.9% |
| All | +176.6% | +98.4% | +78.2% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling