+162.4%
ADM vs PTC
+204.7%
-42.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.9% |
| 7D | -0.1% | -12.8% | +12.7% | +2.4% |
| 30D | +11.0% | -9.8% | +20.8% | +12.9% |
| 3M | +6.0% | -2.1% | +8.1% | +5.7% |
| 6M | +26.9% | -18.1% | +45.0% | +30.7% |
| YTD | +50.0% | -23.5% | +73.5% | +56.3% |
| 1Y | +39.6% | -37.4% | +77.0% | +51.4% |
| 3Y | +18.5% | -7.2% | +25.8% | +15.9% |
| 5Y | +62.6% | +2.7% | +59.9% | +52.7% |
| 10Y | +162.4% | +203.4% | -41.0% | +95.9% |
| All | +162.4% | +204.7% | -42.3% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling