+25.4%
ADM vs S
-71.1%
+96.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | +4.2% | +2.0% | +2.2% | +4.2% |
| 30D | -12.8% | -2.7% | -10.1% | -12.8% |
| 3M | -8.5% | -6.9% | -1.6% | -8.4% |
| 6M | -10.9% | +38.1% | -49.0% | -11.2% |
| YTD | +29.4% | +48.0% | -18.6% | +28.9% |
| 1Y | +27.5% | +34.5% | -6.9% | +27.1% |
| 3Y | +10.3% | +38.3% | -28.0% | +9.0% |
| All | +25.4% | -71.1% | +96.5% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling