+120.6%
ADM vs TAP
-47.7%
+168.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.7% | -6.3% | +7.0% | +2.8% |
| 30D | -14.7% | +2.7% | -17.4% | -15.7% |
| 3M | -10.4% | -3.7% | -6.7% | -9.7% |
| 6M | -10.9% | -2.0% | -8.9% | -11.2% |
| YTD | +26.0% | -12.3% | +38.3% | +29.6% |
| 1Y | +26.5% | -10.1% | +36.5% | +28.9% |
| 3Y | +8.2% | -25.3% | +33.5% | +16.0% |
| 5Y | +24.0% | -1.9% | +25.9% | +17.1% |
| All | +120.6% | -47.7% | +168.3% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling