+103.0%
ADM vs PTC
+324.4%
-221.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | -14.0% | +0.8% | -14.7% | -14.1% |
| 3M | -9.2% | +32.1% | -41.3% | -14.4% |
| 6M | -9.2% | +42.6% | -51.8% | -16.2% |
| YTD | +24.2% | +12.0% | +12.2% | +19.9% |
| 1Y | +27.0% | +12.2% | +14.8% | +22.5% |
| 3Y | +6.6% | +31.2% | -24.6% | -2.7% |
| 5Y | +25.0% | +54.9% | -29.9% | +7.8% |
| All | +103.0% | +324.4% | -221.4% | +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 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