+32.5%
ADM vs S
-49.1%
+81.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.8% | +1.4% | -3.2% | -1.8% |
| 30D | -13.3% | -10.8% | -2.4% | -13.2% |
| 3M | -13.4% | +5.4% | -18.8% | -13.4% |
| 6M | -9.6% | +41.2% | -50.8% | -9.8% |
| YTD | +23.0% | +56.2% | -33.2% | +22.7% |
| 1Y | +27.4% | +36.3% | -8.9% | +27.1% |
| 3Y | +5.7% | +49.4% | -43.8% | +4.7% |
| 5Y | +22.1% | -66.9% | +88.9% | +19.9% |
| All | +32.5% | -49.1% | +81.6% | +33.2% |
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