+125.8%
ADM vs TENB
+3.0%
+122.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +3.8% | -9.1% | +12.8% | +4.7% |
| 30D | +9.8% | -4.9% | +14.6% | +10.0% |
| 3M | +2.1% | +16.9% | -14.8% | -0.4% |
| 6M | +27.5% | +68.0% | -40.5% | +18.6% |
| YTD | +50.2% | +45.6% | +4.6% | +41.7% |
| 1Y | +40.6% | +12.7% | +27.9% | +36.7% |
| 3Y | +17.2% | -24.4% | +41.6% | +17.9% |
| 5Y | +61.9% | -26.7% | +88.6% | +57.3% |
| All | +125.8% | +3.0% | +122.8% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling