+1,236.6%
ADM vs TDY
+7,071.3%
-5,834.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.1% | -0.9% | +0.8% | +0.1% |
| 30D | +11.0% | -12.5% | +23.5% | +14.2% |
| 3M | +6.0% | -1.2% | +7.2% | +6.1% |
| 6M | +26.9% | -6.6% | +33.5% | +28.3% |
| YTD | +50.0% | +18.5% | +31.5% | +44.0% |
| 1Y | +39.6% | +10.8% | +28.8% | +35.7% |
| 3Y | +18.5% | +47.5% | -29.0% | +7.5% |
| 5Y | +62.6% | +35.8% | +26.8% | +49.2% |
| 10Y | +162.4% | +459.0% | -296.6% | +81.2% |
| All | +1,236.6% | +7,071.3% | -5,834.7% | +633.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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