+292.3%
ADM vs PSLV
+115.4%
+176.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -0.1% | +2.7% | -2.7% | -0.3% |
| 30D | +11.0% | +3.5% | +7.6% | +10.5% |
| 3M | +6.0% | +0.3% | +5.7% | +5.6% |
| 6M | +26.9% | -21.0% | +47.9% | +29.3% |
| YTD | +50.0% | -8.9% | +58.9% | +48.0% |
| 1Y | +39.6% | +54.0% | -14.4% | +28.6% |
| 3Y | +18.5% | +175.4% | -156.9% | +0.6% |
| 5Y | +62.6% | +157.7% | -95.1% | +38.0% |
| 10Y | +162.4% | +184.9% | -22.5% | +116.1% |
| All | +292.3% | +115.4% | +176.9% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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