+1,561.3%
ADM vs TAP
+821.1%
+740.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.3% |
| 7D | -9.0% | +0.5% | -9.5% | -9.2% |
| 30D | -14.0% | +9.1% | -23.1% | -15.7% |
| 3M | -9.2% | -3.8% | -5.4% | -8.7% |
| 6M | -9.2% | -3.4% | -5.7% | -9.0% |
| YTD | +24.2% | -10.6% | +34.9% | +26.2% |
| 1Y | +27.0% | -4.4% | +31.4% | +26.9% |
| 3Y | +6.6% | -24.4% | +31.0% | +11.4% |
| 5Y | +25.0% | +2.1% | +22.9% | +20.9% |
| 10Y | +100.2% | -48.7% | +149.0% | +115.5% |
| All | +1,561.3% | +821.1% | +740.2% | +1,006.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling