+128.2%
ADM vs PTC
+317.3%
-189.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -11.8% | +0.9% | -12.7% | -12.0% |
| 3M | -11.3% | +30.4% | -41.7% | -16.2% |
| 6M | -10.0% | +34.4% | -44.4% | -15.9% |
| YTD | +25.9% | +12.6% | +13.3% | +21.4% |
| 1Y | +26.7% | +10.2% | +16.5% | +22.7% |
| 3Y | +8.1% | +29.4% | -21.2% | -0.9% |
| 5Y | +23.5% | +63.7% | -40.2% | +5.2% |
| 10Y | +128.2% | +316.9% | -188.7% | +65.7% |
| All | +128.2% | +317.3% | -189.1% | +65.7% |
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