+162.4%
ADM vs TAP
-52.1%
+214.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.2% |
| 7D | -0.1% | -2.3% | +2.3% | +0.7% |
| 30D | +11.0% | -9.4% | +20.4% | +14.4% |
| 3M | +6.0% | -0.8% | +6.8% | +5.6% |
| 6M | +26.9% | -14.7% | +41.7% | +32.6% |
| YTD | +50.0% | -13.9% | +64.0% | +55.7% |
| 1Y | +39.6% | -18.6% | +58.2% | +47.3% |
| 3Y | +18.5% | -32.0% | +50.5% | +31.6% |
| 5Y | +62.6% | -1.0% | +63.6% | +52.9% |
| 10Y | +162.4% | -51.4% | +213.8% | +177.2% |
| All | +162.4% | -52.1% | +214.5% | +177.2% |
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