+39.6%
ADM vs PTC
-38.1%
+77.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | -0.3% |
| 7D | -0.1% | -12.8% | +12.7% | -0.6% |
| 30D | +11.0% | -9.8% | +20.8% | +10.5% |
| 3M | +6.0% | -2.1% | +8.1% | +6.6% |
| 6M | +26.9% | -18.1% | +45.0% | +27.4% |
| YTD | +50.0% | -23.5% | +73.5% | +51.5% |
| 1Y | +39.6% | -37.4% | +77.0% | +46.3% |
| All | +39.6% | -38.1% | +77.7% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling