+6.6%
ADM vs S
+34.5%
-27.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -9.0% | -13.4% | +4.4% | -9.3% |
| 30D | -14.0% | -14.0% | 0.0% | -14.2% |
| 3M | -9.2% | +4.9% | -14.0% | -9.0% |
| 6M | -9.2% | +42.0% | -51.2% | -8.6% |
| YTD | +24.2% | +45.1% | -20.9% | +25.0% |
| 1Y | +27.0% | +33.1% | -6.1% | +27.6% |
| 3Y | +6.6% | +40.6% | -34.0% | +6.6% |
| All | +6.6% | +34.5% | -27.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling