+1,908.9%
ADM vs TAP
+825.0%
+1,083.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +3.8% | -2.3% | +6.1% | +4.3% |
| 30D | +9.8% | -2.1% | +11.9% | +10.1% |
| 3M | +2.1% | +6.6% | -4.5% | +0.3% |
| 6M | +27.5% | -11.5% | +39.0% | +30.2% |
| YTD | +50.2% | -10.3% | +60.5% | +52.7% |
| 1Y | +40.6% | -14.4% | +55.0% | +44.1% |
| 3Y | +17.2% | -28.3% | +45.5% | +24.1% |
| 5Y | +61.9% | +1.7% | +60.2% | +57.0% |
| 10Y | +159.3% | -49.2% | +208.5% | +180.0% |
| All | +1,908.9% | +825.0% | +1,083.9% | +1,238.8% |
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