+6.6%
ADM vs PTC
+32.2%
-25.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.7% |
| 7D | -9.0% | -0.2% | -8.8% | -9.0% |
| 30D | -14.0% | +0.8% | -14.7% | -14.0% |
| 3M | -9.2% | +32.1% | -41.3% | -11.0% |
| 6M | -9.2% | +42.6% | -51.8% | -11.5% |
| YTD | +24.2% | +12.0% | +12.2% | +24.3% |
| 1Y | +27.0% | +12.2% | +14.8% | +27.0% |
| 3Y | +6.6% | +31.2% | -24.6% | -2.8% |
| All | +6.6% | +32.2% | -25.6% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling