+5.7%
ADM vs TPR
+419.9%
-414.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | -1.8% | +12.1% | -13.9% | -2.1% |
| 30D | -13.3% | +16.7% | -29.9% | -13.5% |
| 3M | -13.4% | -17.4% | +4.0% | -12.9% |
| 6M | -9.6% | +2.3% | -11.9% | -9.8% |
| YTD | +23.0% | +7.1% | +15.9% | +21.9% |
| 1Y | +27.4% | +29.5% | -2.1% | +24.8% |
| 3Y | +5.7% | +415.0% | -409.4% | -16.5% |
| All | +5.7% | +419.9% | -414.2% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 3y: compounded portfolio wealth divided by compounded TPR 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…
3y analysis · Full analysis span regression · 6 months rolling