+35.6%
ADM vs S
-48.3%
+83.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.3% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | -11.8% | -7.3% | -4.5% | -11.8% |
| 3M | -11.3% | +5.9% | -17.2% | -11.3% |
| 6M | -10.0% | +45.6% | -55.6% | -10.2% |
| YTD | +25.9% | +58.5% | -32.6% | +25.5% |
| 1Y | +26.7% | +37.6% | -11.0% | +26.4% |
| 3Y | +8.1% | +51.7% | -43.5% | +7.1% |
| 5Y | +23.5% | -67.5% | +91.0% | +21.2% |
| All | +35.6% | -48.3% | +83.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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