+1,558.2%
ADM vs PSA
+16,059.4%
-14,501.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -7.8% | +1.5% | -9.3% | -8.2% |
| 30D | -12.6% | +16.7% | -29.2% | -16.4% |
| 3M | -8.2% | +4.0% | -12.3% | -9.5% |
| 6M | -8.9% | +10.9% | -19.8% | -12.0% |
| YTD | +24.0% | +34.2% | -10.2% | +12.9% |
| 1Y | +26.2% | +26.6% | -0.5% | +16.8% |
| 3Y | +7.0% | +54.7% | -47.7% | -7.5% |
| 5Y | +24.9% | +30.0% | -5.2% | +12.2% |
| 10Y | +102.6% | +132.7% | -30.0% | +51.4% |
| All | +1,558.2% | +16,059.4% | -14,501.2% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling