+43.2%
ADM vs PSA
+4.9%
+38.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | +1.4% | -2.2% | +3.6% | +1.5% |
| 30D | +8.2% | -9.6% | +17.8% | +9.1% |
| 3M | +8.7% | -7.9% | +16.6% | +9.2% |
| 6M | +29.1% | -2.0% | +31.1% | +28.0% |
| YTD | +53.7% | +15.7% | +37.9% | +43.1% |
| 1Y | +43.2% | +5.8% | +37.5% | +35.9% |
| All | +43.2% | +4.9% | +38.4% | +35.9% |
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 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