+1,908.9%
ADM vs PSA
+14,185.8%
-12,276.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +3.8% | -3.7% | +7.4% | +4.8% |
| 30D | +9.8% | -7.7% | +17.5% | +12.2% |
| 3M | +2.1% | -0.6% | +2.7% | +2.0% |
| 6M | +27.5% | -0.9% | +28.4% | +27.0% |
| YTD | +50.2% | +18.7% | +31.5% | +41.9% |
| 1Y | +40.6% | +7.6% | +33.0% | +36.4% |
| 3Y | +17.2% | +23.7% | -6.4% | +8.1% |
| 5Y | +61.9% | +13.7% | +48.2% | +51.2% |
| 10Y | +159.3% | +98.9% | +60.4% | +102.4% |
| All | +1,908.9% | +14,185.8% | -12,276.9% | +719.2% |
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