+63.1%
ADM vs TENB
-26.7%
+89.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -0.1% | -5.0% | +4.9% | +0.2% |
| 30D | +11.0% | -7.4% | +18.4% | +11.3% |
| 3M | +6.0% | +22.3% | -16.3% | +4.0% |
| 6M | +26.9% | +60.2% | -33.2% | +21.7% |
| YTD | +50.0% | +43.2% | +6.8% | +44.9% |
| 1Y | +39.6% | +8.2% | +31.4% | +38.0% |
| 3Y | +18.5% | -23.8% | +42.3% | +19.4% |
| All | +63.1% | -26.7% | +89.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling