+1,561.3%
ADM vs TECH
+101,542.6%
-99,981.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -9.0% | +0.2% | -9.2% | -9.0% |
| 30D | -14.0% | +0.3% | -14.3% | -14.0% |
| 3M | -9.2% | +1.3% | -10.5% | -9.3% |
| 6M | -9.2% | +54.0% | -63.1% | -14.0% |
| YTD | +24.2% | +24.3% | -0.1% | +19.9% |
| 1Y | +27.0% | +25.8% | +1.2% | +22.3% |
| 3Y | +6.6% | +26.0% | -19.4% | +0.9% |
| 5Y | +25.0% | -40.1% | +65.1% | +27.4% |
| 10Y | +100.2% | +210.6% | -110.3% | +67.8% |
| All | +1,561.3% | +101,542.6% | -99,981.3% | +776.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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