+26.7%
ADM vs PTC
+10.6%
+16.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | -11.8% | +0.9% | -12.7% | -11.8% |
| 3M | -11.3% | +30.4% | -41.7% | -11.5% |
| 6M | -10.0% | +34.4% | -44.4% | -9.5% |
| YTD | +25.9% | +12.6% | +13.3% | +25.7% |
| 1Y | +26.7% | +10.2% | +16.5% | +26.5% |
| All | +26.7% | +10.6% | +16.0% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling