+39.6%
ADM vs S
+4.5%
+35.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.2% |
| 7D | -0.1% | -5.8% | +5.8% | -0.2% |
| 30D | +11.0% | -9.2% | +20.2% | +10.8% |
| 3M | +6.0% | +23.4% | -17.4% | +5.9% |
| 6M | +26.9% | +36.9% | -10.0% | +26.8% |
| YTD | +50.0% | +29.5% | +20.5% | +49.1% |
| 1Y | +39.6% | +5.4% | +34.2% | +36.8% |
| All | +39.6% | +4.5% | +35.1% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling