+26.3%
ADM vs S
-67.4%
+93.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -9.0% | -13.4% | +4.4% | -9.0% |
| 30D | -14.0% | -14.0% | 0.0% | -13.9% |
| 3M | -9.2% | +4.9% | -14.0% | -9.2% |
| 6M | -9.2% | +42.0% | -51.2% | -9.4% |
| YTD | +24.2% | +45.1% | -20.9% | +23.7% |
| 1Y | +27.0% | +33.1% | -6.1% | +26.5% |
| 3Y | +6.6% | +40.6% | -34.0% | +5.3% |
| All | +26.3% | -67.4% | +93.7% | +27.7% |
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