+64.2%
ADM vs S
-71.4%
+135.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +3.8% | -7.7% | +11.5% | +3.8% |
| 30D | +9.8% | -5.3% | +15.1% | +9.8% |
| 3M | +2.1% | +20.3% | -18.1% | +1.9% |
| 6M | +27.5% | +47.4% | -19.9% | +27.0% |
| YTD | +50.2% | +32.5% | +17.7% | +49.7% |
| 1Y | +40.6% | +9.5% | +31.1% | +40.3% |
| 3Y | +17.2% | +15.5% | +1.7% | +16.1% |
| All | +64.2% | -71.4% | +135.6% | +65.6% |
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 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